+161.6%
MPWR vs BRO
+17.6%
+144.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +0.9% | -7.3% | +8.2% | +3.0% |
| 30D | -13.4% | -6.9% | -6.5% | -11.9% |
| 3M | -22.2% | +10.7% | -32.9% | -26.7% |
| 6M | +15.7% | -2.7% | +18.4% | +14.7% |
| YTD | +36.7% | -16.3% | +53.0% | +45.0% |
| 1Y | +47.9% | -29.1% | +77.0% | +70.9% |
| 3Y | +159.7% | -7.8% | +167.5% | +137.2% |
| All | +161.6% | +17.6% | +144.0% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling