+3,894.8%
MPWR vs ALLY
+98.1%
+3,796.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.0% |
| 7D | -1.7% | +0.9% | -2.7% | -2.4% |
| 30D | -16.5% | +3.1% | -19.6% | -18.1% |
| 3M | -12.3% | -12.6% | +0.3% | -7.0% |
| 6M | -27.7% | -12.4% | -15.3% | -23.9% |
| YTD | +32.0% | -13.2% | +45.2% | +39.0% |
| 1Y | +25.1% | +1.8% | +23.3% | +21.7% |
| 3Y | +146.5% | +58.0% | +88.5% | +93.4% |
| 5Y | +126.0% | -8.4% | +134.5% | +120.9% |
| 10Y | +1,582.7% | +195.3% | +1,387.4% | +827.0% |
| All | +3,894.8% | +98.1% | +3,796.7% | +2,405.7% |
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