+1,786.5%
MPWR vs ALM
+2,221.4%
-434.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +8.1% | +8.5% | +16.0% |
| 7D | +11.6% | +0.7% | +10.8% | +11.6% |
| 30D | +0.1% | -26.1% | +26.2% | +2.3% |
| 3M | -0.8% | -38.1% | +37.3% | +2.3% |
| 6M | -13.0% | -55.4% | +42.4% | -8.8% |
| YTD | +53.9% | -0.4% | +54.3% | +54.5% |
| 1Y | +45.8% | +25.4% | +20.5% | +44.7% |
| 3Y | +194.3% | +907.8% | -713.5% | +161.4% |
| 5Y | +160.1% | +440.2% | -280.0% | +133.3% |
| 10Y | +1,786.5% | +2,031.1% | -244.6% | +1,451.0% |
| All | +1,786.5% | +2,221.4% | -434.9% | +1,451.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling