+1,542.6%
MPWR vs EXPD
+304.0%
+1,238.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.9% |
| 7D | -1.7% | -7.2% | +5.4% | +4.1% |
| 30D | -16.5% | -3.3% | -13.2% | -14.2% |
| 3M | -12.3% | +3.4% | -15.7% | -14.4% |
| 6M | -27.7% | +22.7% | -50.4% | -38.7% |
| YTD | +32.0% | +24.5% | +7.5% | +8.0% |
| 1Y | +25.1% | +38.6% | -13.6% | -6.3% |
| 3Y | +146.5% | +71.5% | +75.0% | +50.0% |
| 5Y | +126.0% | +56.2% | +69.8% | +47.6% |
| All | +1,542.6% | +304.0% | +1,238.6% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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