+180.2%
MPWR vs BAX
-18.0%
+198.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +16.8% | +0.1% | +16.7% | +16.9% |
| 30D | +11.9% | +4.1% | +7.8% | +10.6% |
| 3M | +2.2% | -4.5% | +6.8% | +3.2% |
| 6M | -15.5% | +49.2% | -64.7% | -27.0% |
| YTD | +54.2% | +35.2% | +18.9% | +35.7% |
| 1Y | +51.5% | +38.3% | +13.2% | +31.9% |
| 3Y | +180.2% | -19.0% | +199.3% | +154.2% |
| All | +180.2% | -18.0% | +198.2% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling