-27.7%
MPWR vs DD
-0.8%
-26.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.2% |
| 7D | -1.7% | +4.6% | -6.4% | -4.8% |
| 30D | -16.5% | +11.8% | -28.3% | -23.6% |
| 3M | -12.3% | +2.2% | -14.4% | -13.5% |
| 6M | -27.7% | -1.6% | -26.1% | -25.4% |
| All | -27.7% | -0.8% | -26.9% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling