+146.5%
MPWR vs ALC
+2.3%
+144.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.9% |
| 7D | -1.7% | +4.9% | -6.6% | -3.5% |
| 30D | -16.5% | +19.0% | -35.5% | -22.0% |
| 3M | -12.3% | +7.8% | -20.0% | -15.2% |
| 6M | -27.7% | +14.6% | -42.3% | -32.9% |
| YTD | +32.0% | -4.4% | +36.4% | +33.7% |
| 1Y | +25.1% | +1.4% | +23.7% | +21.8% |
| 3Y | +146.5% | +2.5% | +144.0% | +150.2% |
| All | +146.5% | +2.3% | +144.2% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling