+1,788.2%
MPWR vs CAPR
-65.7%
+1,854.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.9% | +3.0% | -3.7% |
| 7D | +16.8% | +5.9% | +10.9% | +16.6% |
| 30D | +11.9% | +44.6% | -32.8% | +10.7% |
| 3M | +2.2% | +126.4% | -124.2% | -0.7% |
| 6M | -15.5% | -68.6% | +53.1% | -14.6% |
| YTD | +54.2% | -67.0% | +121.2% | +55.3% |
| 1Y | +51.5% | +65.2% | -13.7% | +36.9% |
| 3Y | +180.2% | +235.6% | -55.3% | +134.3% |
| 5Y | +156.8% | +175.4% | -18.7% | +111.5% |
| All | +1,788.2% | -65.7% | +1,854.0% | +1,377.8% |
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