+156.8%
MPWR vs DVA
+38.1%
+118.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -13.1% | -2.0% | -11.0% | -12.8% |
| 3M | -21.7% | -6.3% | -15.5% | -21.6% |
| 6M | +19.5% | +19.4% | +0.1% | +14.3% |
| YTD | +34.9% | +58.5% | -23.6% | +21.8% |
| 1Y | +42.0% | +33.9% | +8.1% | +32.2% |
| 3Y | +148.8% | +88.4% | +60.4% | +116.3% |
| 5Y | +156.8% | +39.5% | +117.3% | +137.9% |
| All | +156.8% | +38.1% | +118.7% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling