+14,101.9%
MPWR vs DLR
+3,146.0%
+10,955.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | -1.7% | -3.6% | +1.8% | 0.0% |
| 30D | -16.5% | -3.5% | -13.0% | -15.0% |
| 3M | -12.3% | -8.9% | -3.4% | -8.1% |
| 6M | -27.7% | -11.6% | -16.2% | -24.1% |
| YTD | +32.0% | +14.9% | +17.1% | +22.9% |
| 1Y | +25.1% | +6.4% | +18.6% | +20.6% |
| 3Y | +146.5% | +47.3% | +99.2% | +106.3% |
| 5Y | +126.0% | +32.8% | +93.2% | +96.5% |
| 10Y | +1,582.7% | +169.6% | +1,413.1% | +971.2% |
| All | +14,101.9% | +3,146.0% | +10,955.9% | +4,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling