+1,607.5%
MPWR vs ADSK
+221.0%
+1,386.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.0% |
| 7D | -2.3% | -10.9% | +8.6% | +4.6% |
| 30D | -15.4% | -15.9% | +0.5% | -6.8% |
| 3M | -19.4% | -4.4% | -15.0% | -20.9% |
| 6M | +12.7% | -16.6% | +29.4% | +18.0% |
| YTD | +31.3% | -28.5% | +59.8% | +50.3% |
| 1Y | +39.7% | -34.6% | +74.3% | +70.7% |
| 3Y | +142.2% | -3.5% | +145.6% | +122.9% |
| 5Y | +149.0% | -25.6% | +174.6% | +167.4% |
| All | +1,607.5% | +221.0% | +1,386.5% | +768.8% |
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