+114.8%
MPWR vs B
+143.5%
-28.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.5% | -10.8% | -10.5% |
| 7D | -5.6% | +4.3% | -9.9% | -7.3% |
| 30D | -23.2% | -0.9% | -22.3% | -23.2% |
| 3M | -15.8% | -1.4% | -14.4% | -15.8% |
| 6M | -28.5% | +5.0% | -33.6% | -30.2% |
| YTD | +25.5% | -5.8% | +31.3% | +25.9% |
| 1Y | +13.9% | +25.6% | -11.7% | +4.2% |
| 3Y | +134.6% | +161.6% | -27.1% | +68.5% |
| 5Y | +114.8% | +135.2% | -20.4% | +46.0% |
| All | +114.8% | +143.5% | -28.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling