+239.2%
MPWR vs EXE
+192.2%
+47.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -13.1% | +6.4% | -19.5% | -14.7% |
| 3M | -21.7% | +9.2% | -31.0% | -23.9% |
| 6M | +19.5% | -7.0% | +26.5% | +21.2% |
| YTD | +34.9% | -9.5% | +44.4% | +37.3% |
| 1Y | +42.0% | +6.2% | +35.7% | +36.2% |
| 3Y | +148.8% | +20.7% | +128.1% | +127.7% |
| 5Y | +156.8% | +103.6% | +53.2% | +114.0% |
| All | +239.2% | +192.2% | +47.0% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling