+908.5%
MPWR vs ALC
+30.4%
+878.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.1% | -5.9% |
| 7D | +16.8% | -1.1% | +17.9% | +17.4% |
| 30D | +11.9% | +16.0% | -4.2% | +0.4% |
| 3M | +2.2% | +0.8% | +1.4% | -0.1% |
| 6M | -15.5% | +16.8% | -32.3% | -26.7% |
| YTD | +54.2% | -5.5% | +59.7% | +52.7% |
| 1Y | +51.5% | -5.3% | +56.7% | +49.4% |
| 3Y | +180.2% | +4.1% | +176.1% | +149.2% |
| 5Y | +156.8% | -7.1% | +163.8% | +149.8% |
| All | +908.5% | +30.4% | +878.1% | +632.1% |
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