+155.2%
MPWR vs ALC
-16.0%
+171.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.2% |
| 7D | -2.6% | -2.1% | -0.5% | -1.3% |
| 30D | -9.0% | -0.1% | -8.9% | -9.3% |
| 3M | -25.8% | +5.9% | -31.7% | -29.8% |
| 6M | +11.8% | -15.9% | +27.7% | +23.1% |
| YTD | +35.5% | -10.1% | +45.6% | +41.1% |
| 1Y | +45.3% | -10.2% | +55.5% | +50.6% |
| 3Y | +138.5% | -13.6% | +152.0% | +147.7% |
| All | +155.2% | -16.0% | +171.2% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling