+180.2%
MPWR vs EXE
+21.0%
+159.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.1% |
| 7D | +16.8% | +5.3% | +11.5% | +15.3% |
| 30D | +11.9% | -2.2% | +14.1% | +12.5% |
| 3M | +2.2% | -5.9% | +8.1% | +3.5% |
| 6M | -15.5% | -5.7% | -9.8% | -14.8% |
| YTD | +54.2% | -17.8% | +72.0% | +61.2% |
| 1Y | +51.5% | -23.1% | +74.6% | +62.1% |
| 3Y | +180.2% | +21.2% | +159.0% | +144.5% |
| All | +180.2% | +21.0% | +159.2% | +144.5% |
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