+146.5%
MPWR vs EXPE
+131.0%
+15.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.9% | +10.1% | +6.7% |
| 7D | -1.7% | -9.3% | +7.6% | +0.8% |
| 30D | -16.5% | +0.1% | -16.7% | -17.6% |
| 3M | -12.3% | -15.3% | +3.0% | -9.1% |
| 6M | -27.7% | +5.5% | -33.2% | -32.5% |
| YTD | +32.0% | -8.0% | +40.0% | +28.4% |
| 1Y | +25.1% | +18.9% | +6.2% | +5.2% |
| 3Y | +146.5% | +135.5% | +11.0% | +38.7% |
| All | +146.5% | +131.0% | +15.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling