+146.5%
MPWR vs DLR
+44.1%
+102.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | -1.7% | -3.6% | +1.8% | +1.0% |
| 30D | -16.5% | -3.5% | -13.0% | -14.2% |
| 3M | -12.3% | -8.9% | -3.4% | -6.1% |
| 6M | -27.7% | -11.6% | -16.2% | -21.9% |
| YTD | +32.0% | +14.9% | +17.1% | +16.0% |
| 1Y | +25.1% | +6.4% | +18.6% | +16.6% |
| 3Y | +146.5% | +47.3% | +99.2% | +81.4% |
| All | +146.5% | +44.1% | +102.4% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling