+906.7%
MPWR vs ALC
+32.2%
+874.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.3% | +16.3% | +16.4% |
| 7D | +11.6% | +2.1% | +9.5% | +9.6% |
| 30D | +0.1% | +17.2% | -17.1% | -10.6% |
| 3M | -0.8% | +4.6% | -5.5% | -5.2% |
| 6M | -13.0% | +20.1% | -33.1% | -25.9% |
| YTD | +53.9% | -4.2% | +58.1% | +51.5% |
| 1Y | +45.8% | +2.1% | +43.7% | +36.3% |
| 3Y | +194.3% | +4.5% | +189.8% | +162.2% |
| 5Y | +160.1% | -12.3% | +172.5% | +164.4% |
| All | +906.7% | +32.2% | +874.5% | +626.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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