+149.3%
MPWR vs BROS
+3.9%
+145.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.8% |
| 7D | -1.7% | -21.2% | +19.5% | +3.6% |
| 30D | -16.5% | -11.6% | -5.0% | -14.5% |
| 3M | -12.3% | -36.7% | +24.4% | -3.1% |
| 6M | -27.7% | -42.8% | +15.1% | -19.5% |
| YTD | +32.0% | -44.8% | +76.8% | +47.5% |
| 1Y | +25.1% | -36.5% | +61.6% | +34.9% |
| 3Y | +146.5% | +27.0% | +119.5% | +114.2% |
| 5Y | +126.0% | -50.3% | +176.4% | +111.5% |
| All | +149.3% | +3.9% | +145.4% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling