+303.6%
MPWR vs EXE
+161.3%
+142.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +27.9% | +2.9% | +25.0% | +27.0% |
| 30D | +9.7% | -4.9% | +14.6% | +11.3% |
| 3M | +1.7% | -8.3% | +10.0% | +3.9% |
| 6M | -9.2% | -7.8% | -1.4% | -7.8% |
| YTD | +60.5% | -19.0% | +79.5% | +68.2% |
| 1Y | +52.0% | -24.8% | +76.9% | +62.7% |
| 3Y | +193.1% | +20.8% | +172.3% | +167.7% |
| 5Y | +167.3% | +76.2% | +91.1% | +130.1% |
| All | +303.6% | +161.3% | +142.3% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling