+32.5%
MPWR vs ADSK
-10.6%
+43.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.0% | -12.1% | -2.9% |
| 7D | +4.1% | +11.4% | -7.3% | +7.7% |
| 30D | -14.8% | +21.9% | -36.7% | -9.4% |
| 3M | -5.4% | +13.9% | -19.3% | -0.5% |
| 6M | -19.6% | +9.1% | -28.7% | -13.1% |
| YTD | +39.8% | -8.8% | +48.6% | +60.7% |
| 1Y | +32.5% | -10.2% | +42.8% | +54.0% |
| All | +32.5% | -10.6% | +43.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling