+156.8%
MPWR vs EXEL
+195.7%
-38.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.1% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | -13.1% | +6.7% | -19.7% | -14.5% |
| 3M | -21.7% | +11.5% | -33.2% | -24.4% |
| 6M | +19.5% | +38.8% | -19.3% | +8.9% |
| YTD | +34.9% | +31.6% | +3.3% | +24.3% |
| 1Y | +42.0% | +53.0% | -11.0% | +25.0% |
| 3Y | +148.8% | +160.8% | -12.0% | +76.7% |
| 5Y | +156.8% | +190.1% | -33.3% | +63.8% |
| All | +156.8% | +195.7% | -38.9% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling