+180.2%
MPWR vs EXC
+31.9%
+148.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -3.2% |
| 7D | +16.8% | +1.4% | +15.4% | +17.7% |
| 30D | +11.9% | +8.6% | +3.3% | +17.2% |
| 3M | +2.2% | +2.4% | -0.2% | +4.1% |
| 6M | -15.5% | +6.5% | -21.9% | -12.0% |
| YTD | +54.2% | +9.0% | +45.1% | +62.7% |
| 1Y | +51.5% | +4.6% | +46.9% | +57.3% |
| 3Y | +180.2% | +33.5% | +146.7% | +223.1% |
| All | +180.2% | +31.9% | +148.4% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling