+720.6%
MPWR vs ALC
+34.7%
+685.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.0% | -9.3% | -9.7% |
| 7D | -5.6% | +7.6% | -13.2% | -10.3% |
| 30D | -23.2% | +21.1% | -44.4% | -32.8% |
| 3M | -15.8% | +8.5% | -24.3% | -21.3% |
| 6M | -28.5% | +2.8% | -31.4% | -32.7% |
| YTD | +25.5% | -2.4% | +27.8% | +22.1% |
| 1Y | +13.9% | +3.5% | +10.4% | +5.7% |
| 3Y | +134.6% | +4.2% | +130.4% | +110.3% |
| 5Y | +114.8% | -9.0% | +123.8% | +113.1% |
| All | +720.6% | +34.7% | +685.9% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling