+1,632.0%
MPWR vs EXR
+148.5%
+1,483.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -2.6% | -2.6% | 0.0% | -1.4% |
| 30D | -9.0% | -7.2% | -1.8% | -6.0% |
| 3M | -25.8% | -3.5% | -22.3% | -25.4% |
| 6M | +11.8% | -5.3% | +17.0% | +13.4% |
| YTD | +35.5% | +9.4% | +26.2% | +28.1% |
| 1Y | +45.3% | +1.3% | +44.0% | +41.9% |
| 3Y | +138.5% | +22.4% | +116.0% | +109.6% |
| 5Y | +152.8% | -12.2% | +165.0% | +155.2% |
| All | +1,632.0% | +148.5% | +1,483.5% | +1,137.3% |
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