+114.8%
MPWR vs ALLY
-7.4%
+122.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -8.9% | -9.5% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -23.2% | +4.2% | -27.4% | -25.4% |
| 3M | -15.8% | -12.4% | -3.4% | -9.6% |
| 6M | -28.5% | -8.7% | -19.9% | -25.8% |
| YTD | +25.5% | -11.6% | +37.1% | +32.0% |
| 1Y | +13.9% | +0.2% | +13.7% | +10.8% |
| 3Y | +134.6% | +57.1% | +77.5% | +71.3% |
| 5Y | +114.8% | -6.8% | +121.7% | +119.4% |
| All | +114.8% | -7.4% | +122.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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