+16,459.4%
MPWR vs DVA
+1,023.1%
+15,436.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -3.0% | +19.6% | +17.5% |
| 7D | +11.6% | -0.1% | +11.7% | +11.1% |
| 30D | +0.1% | +3.5% | -3.4% | -1.9% |
| 3M | -0.8% | +1.0% | -1.8% | -2.4% |
| 6M | -13.0% | -6.6% | -6.4% | -13.4% |
| YTD | +53.9% | +63.3% | -9.4% | +23.9% |
| 1Y | +45.8% | +50.0% | -4.2% | +20.7% |
| 3Y | +194.3% | +120.1% | +74.2% | +105.7% |
| 5Y | +160.1% | +73.7% | +86.4% | +86.0% |
| 10Y | +1,786.5% | +212.7% | +1,573.8% | +880.2% |
| All | +16,459.4% | +1,023.1% | +15,436.2% | +5,388.9% |
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 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