+4,104.1%
MPWR vs ALLE
+260.9%
+3,843.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -9.0% | -6.8% | -2.2% | -4.5% |
| 3M | -25.8% | +21.0% | -46.9% | -36.3% |
| 6M | +11.8% | +1.1% | +10.7% | +9.3% |
| YTD | +35.5% | -0.5% | +36.0% | +32.8% |
| 1Y | +45.3% | -7.3% | +52.6% | +49.4% |
| 3Y | +138.5% | +42.3% | +96.2% | +78.9% |
| 5Y | +152.8% | +13.5% | +139.3% | +119.8% |
| 10Y | +1,616.6% | +144.0% | +1,472.5% | +786.5% |
| All | +4,104.1% | +260.9% | +3,843.2% | +1,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling