+45.3%
MPWR vs ADSK
-31.6%
+76.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | -1.1% |
| 7D | -2.6% | -16.4% | +13.8% | -6.5% |
| 30D | -9.0% | -9.2% | +0.2% | -10.6% |
| 3M | -25.8% | -6.7% | -19.1% | -24.7% |
| 6M | +11.8% | -15.5% | +27.3% | +14.2% |
| YTD | +35.5% | -26.4% | +61.9% | +50.7% |
| 1Y | +45.3% | -31.9% | +77.2% | +73.9% |
| All | +45.3% | -31.6% | +76.9% | +73.9% |
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