+1,788.2%
MPWR vs ALM
+2,100.8%
-312.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.7% | -11.7% | -4.5% |
| 7D | +16.8% | +1.2% | +15.6% | +16.7% |
| 30D | +11.9% | -19.3% | +31.2% | +13.5% |
| 3M | +2.2% | -40.6% | +42.9% | +5.7% |
| 6M | -15.5% | -57.9% | +42.4% | -11.0% |
| YTD | +54.2% | -6.7% | +60.9% | +55.5% |
| 1Y | +51.5% | +20.2% | +31.3% | +50.8% |
| 3Y | +180.2% | +879.4% | -699.2% | +150.1% |
| 5Y | +156.8% | +415.3% | -258.5% | +131.5% |
| All | +1,788.2% | +2,100.8% | -312.6% | +1,468.6% |
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