+312.1%
MPWR vs ALHC
-61.8%
+374.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -1.0% | +17.6% | +16.7% |
| 7D | +11.6% | +3.9% | +7.7% | +11.1% |
| 30D | +0.1% | -3.6% | +3.8% | +0.3% |
| 3M | -0.8% | -49.4% | +48.6% | +5.9% |
| 6M | -13.0% | -59.5% | +46.4% | -6.5% |
| YTD | +53.9% | -63.2% | +117.1% | +66.8% |
| 1Y | +45.8% | -55.5% | +101.3% | +53.9% |
| 3Y | +194.3% | +23.0% | +171.2% | +140.5% |
| 5Y | +160.1% | -65.7% | +225.9% | +141.8% |
| All | +312.1% | -61.8% | +374.0% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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