+1,788.2%
MPWR vs BX
+659.0%
+1,129.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.8% |
| 7D | +16.8% | +0.6% | +16.2% | +16.6% |
| 30D | +11.9% | +14.2% | -2.4% | +1.2% |
| 3M | +2.2% | -18.7% | +20.9% | +15.3% |
| 6M | -15.5% | +2.5% | -18.0% | -20.5% |
| YTD | +54.2% | -18.8% | +73.0% | +66.7% |
| 1Y | +51.5% | -10.3% | +61.8% | +52.1% |
| 3Y | +180.2% | +35.4% | +144.8% | +108.0% |
| 5Y | +156.8% | +0.3% | +156.5% | +124.8% |
| All | +1,788.2% | +659.0% | +1,129.3% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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