+160.1%
MPWR vs ALLE
+55.0%
+105.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.8% | +13.8% | +14.6% |
| 7D | +11.6% | -0.6% | +12.2% | +12.3% |
| 30D | +0.1% | +26.6% | -26.5% | -17.1% |
| 3M | -0.8% | +13.2% | -14.0% | -10.7% |
| 6M | -13.0% | +42.9% | -55.9% | -36.2% |
| YTD | +53.9% | +21.0% | +32.9% | +28.0% |
| 1Y | +45.8% | +15.2% | +30.7% | +26.5% |
| 3Y | +194.3% | +95.6% | +98.7% | +54.3% |
| 5Y | +160.1% | +53.4% | +106.7% | +59.4% |
| All | +160.1% | +55.0% | +105.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling