+236.9%
MPWR vs COMP
-52.0%
+288.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.7% | -5.5% | +3.0% |
| 7D | -1.7% | +13.4% | -15.2% | -4.3% |
| 30D | -16.5% | +11.1% | -27.6% | -18.6% |
| 3M | -12.3% | -18.8% | +6.6% | -9.3% |
| 6M | -27.7% | +10.5% | -38.2% | -30.6% |
| YTD | +32.0% | -3.4% | +35.4% | +27.7% |
| 1Y | +25.1% | +19.7% | +5.4% | +15.3% |
| 3Y | +146.5% | +381.6% | -235.1% | +53.9% |
| 5Y | +126.0% | -17.6% | +143.6% | +87.3% |
| All | +236.9% | -52.0% | +288.9% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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