+5,257.9%
MPWR vs ALM
+3,507.4%
+1,750.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +5.2% |
| 7D | -1.7% | -6.7% | +4.9% | -1.7% |
| 30D | -16.5% | -32.9% | +16.4% | -16.3% |
| 3M | -12.3% | -39.5% | +27.2% | -12.1% |
| 6M | -27.7% | -62.0% | +34.2% | -27.4% |
| YTD | +32.0% | -7.8% | +39.8% | +32.1% |
| 1Y | +25.1% | +26.7% | -1.6% | +25.1% |
| 3Y | +146.5% | +825.4% | -678.9% | +144.9% |
| 5Y | +126.0% | +401.2% | -275.2% | +124.7% |
| 10Y | +1,582.7% | +2,074.0% | -491.3% | +1,568.8% |
| All | +5,257.9% | +3,507.4% | +1,750.5% | +5,180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling