+209.6%
MPWR vs BROS
+7.7%
+201.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.1% |
| 7D | +17.3% | -20.4% | +37.7% | +23.6% |
| 30D | +12.1% | -6.1% | +18.2% | +13.5% |
| 3M | +5.6% | -29.4% | +35.0% | +13.9% |
| 6M | -10.7% | -31.5% | +20.8% | -4.6% |
| YTD | +64.0% | -42.8% | +106.8% | +81.9% |
| 1Y | +55.9% | -37.5% | +93.4% | +69.0% |
| 3Y | +199.5% | +27.2% | +172.3% | +160.6% |
| 5Y | +176.6% | -47.0% | +223.5% | +157.2% |
| All | +209.6% | +7.7% | +201.9% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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