+1,607.5%
MPWR vs EWZ
+96.6%
+1,510.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.9% |
| 30D | -15.4% | +13.5% | -28.9% | -20.9% |
| 3M | -19.4% | +15.2% | -34.6% | -25.2% |
| 6M | +12.7% | +3.7% | +9.0% | +10.5% |
| YTD | +31.3% | +22.5% | +8.8% | +18.6% |
| 1Y | +39.7% | +35.3% | +4.4% | +19.8% |
| 3Y | +142.2% | +50.2% | +92.0% | +95.9% |
| 5Y | +149.0% | +64.6% | +84.4% | +86.9% |
| All | +1,607.5% | +96.6% | +1,510.9% | +1,042.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling