+162.0%
MPWR vs ALC
-9.1%
+171.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | +2.2% | +2.3% | -0.1% | +0.5% |
| 30D | -2.1% | +15.5% | -17.6% | -11.1% |
| 3M | -1.6% | +0.6% | -2.1% | -3.1% |
| 6M | -14.9% | +18.4% | -33.3% | -26.4% |
| YTD | +50.5% | -5.6% | +56.1% | +50.5% |
| 1Y | +40.0% | 0.0% | +39.9% | +33.3% |
| 3Y | +175.0% | +2.8% | +172.1% | +144.6% |
| 5Y | +162.0% | -8.8% | +170.7% | +169.7% |
| All | +162.0% | -9.1% | +171.1% | +169.7% |
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