+194.5%
MPWR vs DUOL
+9.2%
+185.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.5% |
| 7D | -2.6% | +5.1% | -7.7% | -3.9% |
| 30D | -9.0% | +14.1% | -23.2% | -12.9% |
| 3M | -25.8% | +41.5% | -67.3% | -33.8% |
| 6M | +11.8% | +60.6% | -48.9% | -5.5% |
| YTD | +35.5% | -12.0% | +47.5% | +34.5% |
| 1Y | +45.3% | -43.4% | +88.7% | +60.6% |
| 3Y | +138.5% | +3.7% | +134.7% | +104.4% |
| 5Y | +152.8% | -5.3% | +158.0% | +83.4% |
| All | +194.5% | +9.2% | +185.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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