+41.3%
MPWR vs ALM
+312.4%
-271.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | -1.3% | +3.6% | -4.9% | -2.1% |
| 30D | -12.8% | +33.8% | -46.6% | -18.0% |
| 3M | -21.3% | +14.8% | -36.1% | -24.1% |
| 6M | +13.7% | -7.0% | +20.7% | +11.6% |
| YTD | +33.3% | +108.1% | -74.8% | +19.4% |
| 1Y | +41.3% | +313.8% | -272.5% | +19.2% |
| All | +41.3% | +312.4% | -271.1% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling