+972.4%
MPWR vs ALC
+27.5%
+945.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.2% | +11.1% | +10.3% |
| 7D | +17.3% | -6.3% | +23.5% | +21.9% |
| 30D | +12.1% | +12.6% | -0.5% | +2.5% |
| 3M | +5.6% | -3.8% | +9.5% | +6.5% |
| 6M | -10.7% | +16.8% | -27.5% | -22.7% |
| YTD | +64.0% | -7.6% | +71.6% | +64.8% |
| 1Y | +55.9% | -5.9% | +61.8% | +54.3% |
| 3Y | +199.5% | +0.6% | +198.9% | +172.9% |
| 5Y | +176.6% | -9.5% | +186.0% | +173.9% |
| All | +972.4% | +27.5% | +945.0% | +690.4% |
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