+146.5%
MPWR vs EXE
+3.8%
+142.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.4% |
| 7D | -1.7% | -6.6% | +4.8% | -0.1% |
| 30D | -16.5% | -4.0% | -12.5% | -15.7% |
| 3M | -12.3% | -7.5% | -4.8% | -10.9% |
| 6M | -27.7% | -11.7% | -16.1% | -25.9% |
| YTD | +32.0% | -22.0% | +54.0% | +39.7% |
| 1Y | +25.1% | -21.8% | +46.9% | +31.6% |
| 3Y | +146.5% | +8.0% | +138.5% | +126.2% |
| All | +146.5% | +3.8% | +142.7% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling