+1,632.0%
MPWR vs CAPR
-75.3%
+1,707.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -2.5% |
| 30D | -9.0% | +139.2% | -148.2% | -11.5% |
| 3M | -25.8% | -66.4% | +40.5% | -25.0% |
| 6M | +11.8% | -63.1% | +74.9% | +12.6% |
| YTD | +35.5% | -67.4% | +102.9% | +36.8% |
| 1Y | +45.3% | +58.2% | -12.9% | +31.4% |
| 3Y | +138.5% | +42.2% | +96.2% | +105.9% |
| 5Y | +152.8% | +87.3% | +65.5% | +111.4% |
| All | +1,632.0% | -75.3% | +1,707.3% | +1,276.4% |
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