+1,791.8%
MPWR vs CAPR
-68.2%
+1,860.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.9% | +7.8% | -1.9% |
| 7D | +2.2% | +7.6% | -5.4% | +2.0% |
| 30D | -2.1% | +13.3% | -15.4% | -2.5% |
| 3M | -1.6% | +130.4% | -131.9% | -4.3% |
| 6M | -14.9% | -70.8% | +55.9% | -13.8% |
| YTD | +50.5% | -69.3% | +119.8% | +51.9% |
| 1Y | +40.0% | +59.5% | -19.5% | +26.6% |
| 3Y | +175.0% | +216.8% | -41.8% | +130.3% |
| 5Y | +162.0% | +152.7% | +9.2% | +116.4% |
| 10Y | +1,791.8% | -68.2% | +1,860.1% | +1,357.2% |
| All | +1,791.8% | -68.2% | +1,860.1% | +1,357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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