+1,865.4%
MPWR vs DLR
+193.8%
+1,671.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.9% |
| 7D | +27.9% | +5.0% | +22.9% | +24.3% |
| 30D | +9.7% | +3.0% | +6.7% | +8.1% |
| 3M | +1.7% | -6.3% | +8.0% | +6.4% |
| 6M | -9.2% | -4.8% | -4.5% | -7.6% |
| YTD | +60.5% | +21.0% | +39.5% | +41.1% |
| 1Y | +52.0% | +15.1% | +36.9% | +37.8% |
| 3Y | +193.1% | +56.0% | +137.1% | +121.5% |
| 5Y | +167.3% | +39.1% | +128.1% | +109.7% |
| All | +1,865.4% | +193.8% | +1,671.7% | +1,013.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling