+4,000.9%
MPWR vs ALLY
+124.8%
+3,876.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.6% | +3.7% | -6.3% | -4.3% |
| 30D | -9.0% | -2.3% | -6.8% | -8.1% |
| 3M | -25.8% | +3.8% | -29.7% | -27.5% |
| 6M | +11.8% | +9.7% | +2.0% | +6.0% |
| YTD | +35.5% | -1.4% | +36.9% | +34.9% |
| 1Y | +45.3% | +8.2% | +37.1% | +37.7% |
| 3Y | +138.5% | +66.5% | +72.0% | +82.7% |
| 5Y | +152.8% | +1.2% | +151.6% | +135.0% |
| 10Y | +1,616.6% | +191.4% | +1,425.2% | +843.4% |
| All | +4,000.9% | +124.8% | +3,876.0% | +2,332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling