+253.5%
MPWR vs ALHC
-61.5%
+314.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.5% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | -16.5% | -14.2% | -2.4% | -15.4% |
| 3M | -12.3% | -45.1% | +32.9% | -7.2% |
| 6M | -27.7% | -59.5% | +31.8% | -22.3% |
| YTD | +32.0% | -62.8% | +94.8% | +42.9% |
| 1Y | +25.1% | -55.5% | +80.6% | +32.1% |
| 3Y | +146.5% | +25.7% | +120.8% | +100.6% |
| 5Y | +126.0% | -66.8% | +192.8% | +110.6% |
| All | +253.5% | -61.5% | +314.9% | +209.6% |
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