+1,791.8%
MPWR vs DD
+100.9%
+1,690.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.0% |
| 7D | +2.2% | +2.2% | 0.0% | +1.3% |
| 30D | -2.1% | +20.7% | -22.7% | -13.4% |
| 3M | -1.6% | +11.3% | -12.9% | -8.0% |
| 6M | -14.9% | +6.0% | -20.9% | -17.8% |
| YTD | +50.5% | +31.7% | +18.8% | +24.9% |
| 1Y | +40.0% | +32.2% | +7.7% | +15.7% |
| 3Y | +175.0% | +92.7% | +82.3% | +73.9% |
| 5Y | +162.0% | +72.1% | +89.8% | +77.9% |
| 10Y | +1,791.8% | +99.7% | +1,692.2% | +996.0% |
| All | +1,791.8% | +100.9% | +1,690.9% | +996.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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