+1,921.6%
MPWR vs ALM
+2,084.7%
-163.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.9% |
| 7D | +17.3% | -7.2% | +24.4% | +18.0% |
| 30D | +12.1% | -26.4% | +38.4% | +14.5% |
| 3M | +5.6% | -38.6% | +44.2% | +9.1% |
| 6M | -10.7% | -61.0% | +50.3% | -5.6% |
| YTD | +64.0% | -7.4% | +71.3% | +65.5% |
| 1Y | +55.9% | +14.0% | +42.0% | +55.7% |
| 3Y | +199.5% | +844.4% | -645.0% | +167.8% |
| 5Y | +176.6% | +410.8% | -234.2% | +149.6% |
| 10Y | +1,921.6% | +2,084.7% | -163.1% | +1,580.5% |
| All | +1,921.6% | +2,084.7% | -163.1% | +1,580.5% |
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