+155.6%
MPWR vs ADSK
-28.7%
+184.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.4% |
| 7D | -1.3% | -14.5% | +13.2% | +8.3% |
| 30D | -12.8% | -19.3% | +6.5% | -1.6% |
| 3M | -21.3% | -7.8% | -13.5% | -20.9% |
| 6M | +13.7% | -20.8% | +34.5% | +23.8% |
| YTD | +33.3% | -30.2% | +63.5% | +57.4% |
| 1Y | +41.3% | -36.5% | +77.8% | +80.5% |
| 3Y | +145.8% | -5.7% | +151.5% | +122.9% |
| 5Y | +155.6% | -28.2% | +183.8% | +145.1% |
| All | +155.6% | -28.7% | +184.3% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling