+1,786.5%
MPWR vs DD
+105.4%
+1,681.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +5.9% | +10.7% | +12.5% |
| 7D | +11.6% | +9.8% | +1.8% | +5.3% |
| 30D | +0.1% | +19.3% | -19.2% | -10.8% |
| 3M | -0.8% | +9.4% | -10.2% | -6.1% |
| 6M | -13.0% | +4.8% | -17.8% | -15.3% |
| YTD | +53.9% | +30.2% | +23.7% | +28.7% |
| 1Y | +45.8% | +32.2% | +13.6% | +20.6% |
| 3Y | +194.3% | +93.1% | +101.2% | +86.1% |
| 5Y | +160.1% | +68.0% | +92.1% | +79.5% |
| 10Y | +1,786.5% | +98.5% | +1,688.0% | +1,005.8% |
| All | +1,786.5% | +105.4% | +1,681.1% | +1,005.8% |
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