+1,542.6%
MPWR vs EXC
+175.8%
+1,366.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +5.9% |
| 7D | -1.7% | -1.2% | -0.6% | -1.5% |
| 30D | -16.5% | +10.0% | -26.5% | -19.9% |
| 3M | -12.3% | +1.6% | -13.9% | -13.3% |
| 6M | -27.7% | +3.3% | -31.0% | -29.7% |
| YTD | +32.0% | +7.6% | +24.4% | +25.1% |
| 1Y | +25.1% | +3.5% | +21.6% | +20.3% |
| 3Y | +146.5% | +27.7% | +118.8% | +104.5% |
| 5Y | +126.0% | +41.1% | +84.9% | +72.8% |
| All | +1,542.6% | +175.8% | +1,366.9% | +794.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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