+1,679.2%
MPWR vs DVA
+186.3%
+1,492.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | -12.8% | -0.4% | -12.5% | -12.8% |
| 3M | -21.3% | -7.7% | -13.6% | -20.6% |
| 6M | +13.7% | +20.0% | -6.2% | +6.3% |
| YTD | +33.3% | +61.1% | -27.8% | +13.5% |
| 1Y | +41.3% | +33.9% | +7.4% | +26.6% |
| 3Y | +145.8% | +91.5% | +54.3% | +92.4% |
| 5Y | +155.6% | +41.8% | +113.9% | +114.0% |
| 10Y | +1,679.2% | +187.5% | +1,491.7% | +1,034.6% |
| All | +1,679.2% | +186.3% | +1,492.9% | +1,034.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling