+194.5%
MPWR vs BTDR
+23.8%
+170.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.4% |
| 7D | -2.6% | +20.0% | -22.5% | -4.8% |
| 30D | -9.0% | +11.9% | -21.0% | -10.8% |
| 3M | -25.8% | -36.9% | +11.1% | -22.7% |
| 6M | +11.8% | +56.5% | -44.8% | +4.3% |
| YTD | +35.5% | +10.4% | +25.1% | +30.2% |
| 1Y | +45.3% | +3.1% | +42.2% | +38.6% |
| 3Y | +138.5% | -2.6% | +141.0% | +106.9% |
| 5Y | +152.8% | +25.2% | +127.6% | +107.3% |
| All | +194.5% | +23.8% | +170.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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