+1,657.7%
MPWR vs DD
+69.7%
+1,588.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -0.2% |
| 30D | -9.0% | -10.3% | +1.3% | -2.1% |
| 3M | -25.8% | -7.5% | -18.3% | -21.8% |
| 6M | +11.8% | -8.0% | +19.8% | +18.2% |
| YTD | +35.5% | +10.5% | +25.0% | +26.1% |
| 1Y | +45.3% | +38.3% | +7.0% | +15.2% |
| 3Y | +138.5% | +42.5% | +96.0% | +83.1% |
| 5Y | +152.8% | +60.2% | +92.6% | +80.4% |
| All | +1,657.7% | +69.7% | +1,588.0% | +984.8% |
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