+13,397.9%
MPWR vs ALK
+492.2%
+12,905.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.2% | -7.0% | -9.2% |
| 7D | -5.6% | +7.1% | -12.7% | -8.1% |
| 30D | -23.2% | -3.0% | -20.2% | -22.9% |
| 3M | -15.8% | -25.6% | +9.9% | -7.9% |
| 6M | -28.5% | +0.5% | -29.0% | -30.1% |
| YTD | +25.5% | -23.1% | +48.5% | +32.8% |
| 1Y | +13.9% | -7.5% | +21.4% | +13.1% |
| 3Y | +134.6% | +15.3% | +119.2% | +110.4% |
| 5Y | +114.8% | -34.8% | +149.6% | +130.8% |
| 10Y | +1,499.3% | -41.2% | +1,540.4% | +1,479.6% |
| All | +13,397.9% | +492.2% | +12,905.7% | +5,773.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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