+925.2%
MPWR vs EQH
+234.7%
+690.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.3% |
| 7D | +0.9% | +0.7% | +0.1% | +0.5% |
| 30D | -13.4% | +2.8% | -16.2% | -15.0% |
| 3M | -22.2% | +23.1% | -45.3% | -31.7% |
| 6M | +15.7% | +41.4% | -25.7% | -7.3% |
| YTD | +36.7% | +14.3% | +22.4% | +23.2% |
| 1Y | +47.9% | +1.6% | +46.3% | +41.5% |
| 3Y | +159.7% | +102.7% | +57.0% | +69.1% |
| 5Y | +159.1% | +104.5% | +54.6% | +68.2% |
| All | +925.2% | +234.7% | +690.5% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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