+14,101.9%
MPWR vs ARWR
+150.7%
+13,951.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.1% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -16.5% | -5.4% | -11.1% | -15.9% |
| 3M | -12.3% | -32.2% | +20.0% | -7.9% |
| 6M | -27.7% | -26.5% | -1.2% | -25.3% |
| YTD | +32.0% | -12.4% | +44.4% | +33.3% |
| 1Y | +25.1% | +46.9% | -21.8% | +17.7% |
| 3Y | +146.5% | +116.0% | +30.5% | +112.2% |
| 5Y | +126.0% | -28.0% | +154.0% | +114.6% |
| 10Y | +1,582.7% | +923.9% | +658.8% | +1,020.7% |
| All | +14,101.9% | +150.7% | +13,951.2% | +7,675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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