+191.7%
MPWR vs ADSK
+24.0%
+167.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +27.9% | -3.6% | +31.5% | +29.1% |
| 30D | +9.7% | +12.6% | -2.9% | +5.4% |
| 3M | +1.7% | +4.0% | -2.3% | -0.3% |
| 6M | -9.2% | +10.5% | -19.7% | -14.3% |
| YTD | +60.5% | -12.3% | +72.8% | +74.2% |
| 1Y | +52.0% | -14.0% | +66.0% | +67.7% |
| All | +191.7% | +24.0% | +167.7% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling