+52.0%
MPWR vs ALM
+7.9%
+44.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -0.4% |
| 7D | +27.9% | -4.0% | +32.0% | +29.6% |
| 30D | +9.7% | -30.5% | +40.2% | +20.1% |
| 3M | +1.7% | -46.9% | +48.6% | +17.5% |
| 6M | -9.2% | -65.5% | +56.3% | +14.1% |
| YTD | +60.5% | -13.4% | +73.9% | +65.1% |
| 1Y | +52.0% | +9.8% | +42.3% | +47.6% |
| All | +52.0% | +7.9% | +44.1% | +47.6% |
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 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