+14,479.0%
MPWR vs DVA
+1,013.7%
+13,465.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.4% |
| 7D | -2.6% | +1.8% | -4.4% | -3.2% |
| 30D | -9.0% | -2.5% | -6.5% | -8.4% |
| 3M | -25.8% | -4.3% | -21.6% | -25.8% |
| 6M | +11.8% | +18.9% | -7.1% | +3.0% |
| YTD | +35.5% | +61.9% | -26.4% | +10.6% |
| 1Y | +45.3% | +35.7% | +9.6% | +25.7% |
| 3Y | +138.5% | +78.6% | +59.8% | +79.4% |
| 5Y | +152.8% | +39.2% | +113.6% | +99.8% |
| 10Y | +1,616.6% | +184.0% | +1,432.6% | +838.1% |
| All | +14,479.0% | +1,013.7% | +13,465.3% | +4,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling