+17,540.7%
MPWR vs DE
+2,858.2%
+14,682.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +8.6% |
| 7D | +17.3% | +2.3% | +15.0% | +16.2% |
| 30D | +12.1% | +9.3% | +2.7% | +6.7% |
| 3M | +5.6% | +12.2% | -6.6% | -1.5% |
| 6M | -10.7% | +18.1% | -28.8% | -19.6% |
| YTD | +64.0% | +49.8% | +14.2% | +28.3% |
| 1Y | +55.9% | +46.4% | +9.5% | +23.2% |
| 3Y | +199.5% | +92.5% | +106.9% | +100.5% |
| 5Y | +176.6% | +107.4% | +69.2% | +72.7% |
| 10Y | +1,921.6% | +784.1% | +1,137.5% | +447.9% |
| All | +17,540.7% | +2,858.2% | +14,682.5% | +2,233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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