+1,677.2%
MPWR vs BRO
+294.2%
+1,382.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +0.9% | -7.3% | +8.2% | +5.1% |
| 30D | -13.4% | -6.9% | -6.5% | -10.4% |
| 3M | -22.2% | +10.7% | -32.9% | -29.5% |
| 6M | +15.7% | -2.7% | +18.4% | +12.1% |
| YTD | +36.7% | -16.3% | +53.0% | +45.0% |
| 1Y | +47.9% | -29.1% | +77.0% | +74.6% |
| 3Y | +159.7% | -7.8% | +167.5% | +134.7% |
| 5Y | +159.1% | +18.7% | +140.4% | +82.6% |
| All | +1,677.2% | +294.2% | +1,382.9% | +448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling