+17,167.4%
MPWR vs DVA
+953.7%
+16,213.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -0.5% |
| 7D | +27.9% | -10.7% | +38.6% | +32.3% |
| 30D | +9.7% | -4.4% | +14.1% | +10.3% |
| 3M | +1.7% | -4.1% | +5.8% | +1.8% |
| 6M | -9.2% | -13.2% | +4.0% | -7.4% |
| YTD | +60.5% | +53.2% | +7.3% | +31.8% |
| 1Y | +52.0% | +40.8% | +11.2% | +28.5% |
| 3Y | +193.1% | +109.7% | +83.4% | +108.0% |
| 5Y | +167.3% | +64.5% | +102.8% | +94.2% |
| 10Y | +1,878.8% | +192.4% | +1,686.4% | +950.8% |
| All | +17,167.4% | +953.7% | +16,213.7% | +5,739.6% |
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 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