+312.9%
MPWR vs ALHC
-61.4%
+374.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.7% |
| 7D | +16.8% | +0.3% | +16.5% | +16.7% |
| 30D | +11.9% | -10.6% | +22.4% | +13.0% |
| 3M | +2.2% | -45.3% | +47.5% | +8.1% |
| 6M | -15.5% | -59.7% | +44.2% | -9.0% |
| YTD | +54.2% | -62.7% | +116.9% | +66.8% |
| 1Y | +51.5% | -56.1% | +107.6% | +60.2% |
| 3Y | +180.2% | +21.3% | +159.0% | +130.0% |
| 5Y | +156.8% | -66.0% | +222.7% | +138.9% |
| All | +312.9% | -61.4% | +374.2% | +261.4% |
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