+155.2%
MPWR vs CAPR
+84.7%
+70.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -25.8% | -66.4% | +40.5% | -25.2% |
| 6M | +11.8% | -63.1% | +74.9% | +12.4% |
| YTD | +35.5% | -67.4% | +102.9% | +36.5% |
| 1Y | +45.3% | +58.2% | -12.9% | +35.0% |
| 3Y | +138.5% | +42.2% | +96.2% | +97.5% |
| All | +155.2% | +84.7% | +70.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling