+1,542.6%
MPWR vs CAPR
-68.5%
+1,611.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.6% | +5.1% |
| 7D | -1.7% | +41.1% | -42.8% | -2.7% |
| 30D | -16.5% | +11.1% | -27.6% | -16.8% |
| 3M | -12.3% | +115.3% | -127.6% | -14.6% |
| 6M | -27.7% | -73.8% | +46.1% | -26.6% |
| YTD | +32.0% | -68.8% | +100.8% | +33.1% |
| 1Y | +25.1% | +43.3% | -18.2% | +13.7% |
| 3Y | +146.5% | +214.7% | -68.2% | +106.5% |
| 5Y | +126.0% | +141.3% | -15.2% | +87.1% |
| All | +1,542.6% | -68.5% | +1,611.2% | +1,161.4% |
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