+1,788.2%
MPWR vs ADSK
+255.5%
+1,532.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -5.1% |
| 7D | +16.8% | +1.0% | +15.8% | +16.1% |
| 30D | +11.9% | +14.4% | -2.5% | +1.6% |
| 3M | +2.2% | +2.5% | -0.3% | -2.4% |
| 6M | -15.5% | +14.5% | -29.9% | -28.1% |
| YTD | +54.2% | -10.7% | +64.9% | +50.2% |
| 1Y | +51.5% | -11.0% | +62.5% | +47.9% |
| 3Y | +180.2% | +25.9% | +154.4% | +112.2% |
| 5Y | +156.8% | -19.7% | +176.5% | +158.2% |
| All | +1,788.2% | +255.5% | +1,532.7% | +751.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling