+1,632.0%
MPWR vs EXPE
+176.0%
+1,456.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -2.6% | -9.5% | +7.0% | +1.0% |
| 30D | -9.0% | -6.6% | -2.4% | -7.2% |
| 3M | -25.8% | +31.4% | -57.2% | -34.6% |
| 6M | +11.8% | +35.2% | -23.4% | -4.0% |
| YTD | +35.5% | +5.8% | +29.7% | +26.5% |
| 1Y | +45.3% | +38.7% | +6.6% | +19.5% |
| 3Y | +138.5% | +175.8% | -37.3% | +46.1% |
| 5Y | +152.8% | +111.8% | +40.9% | +64.5% |
| All | +1,632.0% | +176.0% | +1,456.0% | +732.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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