+1,632.0%
MPWR vs ALM
+2,950.3%
-1,318.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.9% |
| 7D | -2.6% | -2.6% | 0.0% | -2.4% |
| 30D | -9.0% | +32.0% | -41.0% | -10.7% |
| 3M | -25.8% | -15.0% | -10.8% | -25.4% |
| 6M | +11.8% | -10.1% | +21.9% | +11.6% |
| YTD | +35.5% | +99.4% | -63.9% | +30.1% |
| 1Y | +45.3% | +316.4% | -271.0% | +34.5% |
| 3Y | +138.5% | +2,022.0% | -1,883.5% | +102.0% |
| 5Y | +152.8% | +941.2% | -788.4% | +117.5% |
| All | +1,632.0% | +2,950.3% | -1,318.3% | +1,250.3% |
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