+146.5%
MPWR vs DD
+78.0%
+68.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.4% |
| 7D | -1.7% | +4.6% | -6.4% | -4.8% |
| 30D | -16.5% | +11.8% | -28.3% | -23.2% |
| 3M | -12.3% | +2.2% | -14.4% | -13.5% |
| 6M | -27.7% | -1.6% | -26.1% | -26.7% |
| YTD | +32.0% | +23.0% | +9.0% | +12.2% |
| 1Y | +25.1% | +26.9% | -1.9% | +3.6% |
| 3Y | +146.5% | +77.9% | +68.6% | +45.3% |
| All | +146.5% | +78.0% | +68.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling