+155.2%
MPWR vs DLR
+33.9%
+121.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -2.6% | +1.6% | -4.2% | -3.7% |
| 30D | -9.0% | -3.4% | -5.7% | -6.8% |
| 3M | -25.8% | +0.5% | -26.3% | -27.6% |
| 6M | +11.8% | +4.6% | +7.2% | +6.4% |
| YTD | +35.5% | +23.4% | +12.1% | +13.6% |
| 1Y | +45.3% | +19.0% | +26.3% | +24.6% |
| 3Y | +138.5% | +56.5% | +81.9% | +66.1% |
| All | +155.2% | +33.9% | +121.3% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling