+154.8%
MPWR vs BROS
+41.2%
+113.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -13.1% | -13.5% | +0.4% | -10.2% |
| 3M | -21.7% | -18.4% | -3.3% | -19.1% |
| 6M | +19.5% | -10.6% | +30.1% | +20.4% |
| YTD | +34.9% | -25.1% | +60.0% | +41.2% |
| 1Y | +42.0% | -28.6% | +70.6% | +49.4% |
| 3Y | +148.8% | +65.6% | +83.2% | +104.2% |
| All | +154.8% | +41.2% | +113.6% | +121.3% |
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