+13,397.9%
MPWR vs COO
+276.9%
+13,121.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.4% | -8.9% | -9.7% |
| 7D | -5.6% | +5.3% | -10.9% | -7.8% |
| 30D | -23.2% | +12.5% | -35.8% | -27.4% |
| 3M | -15.8% | -15.1% | -0.6% | -11.1% |
| 6M | -28.5% | +3.7% | -32.2% | -32.1% |
| YTD | +25.5% | -22.5% | +48.0% | +35.7% |
| 1Y | +13.9% | -7.8% | +21.7% | +13.6% |
| 3Y | +134.6% | -24.1% | +158.6% | +148.4% |
| 5Y | +114.8% | -40.1% | +154.9% | +152.3% |
| 10Y | +1,499.3% | +44.7% | +1,454.6% | +1,267.2% |
| All | +13,397.9% | +276.9% | +13,121.0% | +6,845.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling