+147.3%
MPWR vs DD
+46.1%
+101.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.6% | -3.5% | +0.9% | 0.0% |
| 30D | -9.0% | -10.3% | +1.3% | -1.4% |
| 3M | -25.8% | -7.5% | -18.3% | -21.5% |
| 6M | +11.8% | -8.0% | +19.8% | +18.8% |
| YTD | +35.5% | +10.5% | +25.0% | +24.9% |
| 1Y | +45.3% | +38.3% | +7.0% | +11.6% |
| All | +147.3% | +46.1% | +101.2% | +82.1% |
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