+17,459.1%
MPWR vs BIDU
+1,407.1%
+16,052.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | -0.5% |
| 7D | -2.6% | +2.4% | -5.0% | -3.4% |
| 30D | -9.0% | -10.5% | +1.4% | -6.0% |
| 3M | -25.8% | -26.2% | +0.4% | -18.5% |
| 6M | +11.8% | -16.4% | +28.1% | +17.4% |
| YTD | +35.5% | -23.9% | +59.4% | +45.9% |
| 1Y | +45.3% | +1.3% | +44.0% | +41.0% |
| 3Y | +138.5% | -32.1% | +170.5% | +155.6% |
| 5Y | +152.8% | -39.0% | +191.7% | +161.9% |
| 10Y | +1,616.6% | -44.0% | +1,660.6% | +1,623.4% |
| All | +17,459.1% | +1,407.1% | +16,052.0% | +7,959.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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