+1,921.6%
MPWR vs EME
+948.4%
+973.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.3% | +5.6% | +6.7% |
| 7D | +17.3% | +4.3% | +13.0% | +14.9% |
| 30D | +12.1% | -14.4% | +26.5% | +24.9% |
| 3M | +5.6% | -18.3% | +24.0% | +21.2% |
| 6M | -10.7% | -28.3% | +17.6% | +11.2% |
| YTD | +64.0% | +9.2% | +54.7% | +56.4% |
| 1Y | +55.9% | +4.3% | +51.7% | +53.0% |
| 3Y | +199.5% | +218.6% | -19.2% | +40.9% |
| 5Y | +176.6% | +421.0% | -244.5% | -3.5% |
| 10Y | +1,921.6% | +928.3% | +993.3% | +362.8% |
| All | +1,921.6% | +948.4% | +973.2% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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