+1,633.0%
MPWR vs EWZ
+94.1%
+1,538.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -12.8% | +8.2% | -21.0% | -16.5% |
| 3M | -21.3% | +13.3% | -34.6% | -26.3% |
| 6M | +13.7% | +3.6% | +10.2% | +11.5% |
| YTD | +33.3% | +21.0% | +12.3% | +21.1% |
| 1Y | +41.3% | +34.7% | +6.6% | +21.5% |
| 3Y | +145.8% | +48.3% | +97.5% | +100.2% |
| 5Y | +155.6% | +60.1% | +95.6% | +94.6% |
| All | +1,633.0% | +94.1% | +1,538.8% | +1,066.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling