+14,479.0%
MPWR vs DD
+178.9%
+14,300.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -0.6% |
| 30D | -9.0% | -10.3% | +1.3% | -3.3% |
| 3M | -25.8% | -7.5% | -18.3% | -22.5% |
| 6M | +11.8% | -8.0% | +19.8% | +17.2% |
| YTD | +35.5% | +10.5% | +25.0% | +28.0% |
| 1Y | +45.3% | +38.3% | +7.0% | +20.6% |
| 3Y | +138.5% | +42.5% | +96.0% | +94.2% |
| 5Y | +152.8% | +60.2% | +92.6% | +95.2% |
| 10Y | +1,616.6% | +68.9% | +1,547.7% | +1,105.4% |
| All | +14,479.0% | +178.9% | +14,300.2% | +7,522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling