+1,788.2%
MPWR vs EXR
+216.3%
+1,571.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +16.8% | -0.4% | +17.2% | +17.1% |
| 30D | +11.9% | +18.2% | -6.4% | +3.4% |
| 3M | +2.2% | +7.3% | -5.1% | -1.4% |
| 6M | -15.5% | +13.8% | -29.3% | -21.5% |
| YTD | +54.2% | +25.9% | +28.3% | +36.1% |
| 1Y | +51.5% | +25.8% | +25.6% | +33.6% |
| 3Y | +180.2% | +53.7% | +126.5% | +120.9% |
| 5Y | +156.8% | -1.8% | +158.5% | +145.2% |
| All | +1,788.2% | +216.3% | +1,571.9% | +1,162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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