+1,542.6%
MPWR vs EXR
+221.5%
+1,321.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.5% |
| 7D | -1.7% | +5.2% | -6.9% | -4.0% |
| 30D | -16.5% | +20.9% | -37.4% | -23.6% |
| 3M | -12.3% | +7.7% | -20.0% | -15.6% |
| 6M | -27.7% | +13.2% | -40.9% | -32.7% |
| YTD | +32.0% | +26.5% | +5.5% | +16.2% |
| 1Y | +25.1% | +27.2% | -2.1% | +9.6% |
| 3Y | +146.5% | +71.5% | +75.0% | +83.8% |
| 5Y | +126.0% | +0.4% | +125.7% | +114.0% |
| All | +1,542.6% | +221.5% | +1,321.2% | +975.7% |
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