+156.2%
MPWR vs DLR
+35.0%
+121.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.5% |
| 7D | +16.8% | +3.3% | +13.5% | +14.4% |
| 30D | +11.9% | +4.6% | +7.3% | +8.7% |
| 3M | +2.2% | -8.3% | +10.5% | +9.4% |
| 6M | -15.5% | -5.6% | -9.9% | -13.1% |
| YTD | +54.2% | +18.7% | +35.5% | +33.3% |
| 1Y | +51.5% | +17.1% | +34.4% | +32.1% |
| 3Y | +180.2% | +54.4% | +125.9% | +96.6% |
| All | +156.2% | +35.0% | +121.2% | +91.5% |
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