+1,632.0%
MPWR vs EXEL
+397.6%
+1,234.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | +8.4% | -11.0% | -4.6% |
| 30D | -9.0% | +4.1% | -13.1% | -10.2% |
| 3M | -25.8% | +12.4% | -38.3% | -28.5% |
| 6M | +11.8% | +41.5% | -29.8% | +1.4% |
| YTD | +35.5% | +34.6% | +0.9% | +24.2% |
| 1Y | +45.3% | +57.9% | -12.6% | +27.1% |
| 3Y | +138.5% | +159.5% | -21.0% | +75.7% |
| 5Y | +152.8% | +198.5% | -45.7% | +76.6% |
| All | +1,632.0% | +397.6% | +1,234.5% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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