+19,406.7%
MPWR vs BIDU
+1,107.7%
+18,298.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | +2.2% | +3.6% | -1.4% | +1.0% |
| 30D | -2.1% | -6.6% | +4.5% | +0.1% |
| 3M | -1.6% | -27.2% | +25.6% | +8.6% |
| 6M | -14.9% | -43.5% | +28.5% | +1.4% |
| YTD | +50.5% | -39.0% | +89.5% | +73.9% |
| 1Y | +40.0% | -39.8% | +79.7% | +61.7% |
| 3Y | +175.0% | -24.8% | +199.7% | +185.3% |
| 5Y | +162.0% | -50.7% | +212.6% | +191.2% |
| 10Y | +1,791.8% | -51.2% | +1,843.1% | +1,894.8% |
| All | +19,406.7% | +1,107.7% | +18,298.9% | +9,500.4% |
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