+134.3%
MPWR vs BURL
+89.8%
+44.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.3% | -9.0% |
| 7D | -5.6% | +3.5% | -9.1% | -7.2% |
| 30D | -23.2% | -9.3% | -13.9% | -20.2% |
| 3M | -15.8% | -32.1% | +16.3% | -1.0% |
| 6M | -28.5% | -19.8% | -8.7% | -23.1% |
| YTD | +25.5% | -13.2% | +38.6% | +29.9% |
| 1Y | +13.9% | -7.8% | +21.7% | +13.0% |
| All | +134.3% | +89.8% | +44.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling