+155.2%
MPWR vs BURL
-11.0%
+166.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | -2.6% | -2.8% | +0.2% | -1.5% |
| 30D | -9.0% | -28.2% | +19.1% | +4.5% |
| 3M | -25.8% | -17.6% | -8.2% | -20.1% |
| 6M | +11.8% | -11.8% | +23.5% | +15.9% |
| YTD | +35.5% | -8.1% | +43.6% | +38.1% |
| 1Y | +45.3% | -12.0% | +57.3% | +49.0% |
| 3Y | +138.5% | +63.3% | +75.2% | +86.7% |
| All | +155.2% | -11.0% | +166.1% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling