+1,788.2%
MPWR vs HLT
+694.7%
+1,093.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +16.8% | +0.7% | +16.1% | +16.2% |
| 30D | +11.9% | +13.7% | -1.9% | +2.0% |
| 3M | +2.2% | +16.3% | -14.1% | -8.6% |
| 6M | -15.5% | +19.9% | -35.4% | -26.4% |
| YTD | +54.2% | +30.1% | +24.1% | +26.8% |
| 1Y | +51.5% | +38.5% | +12.9% | +18.7% |
| 3Y | +180.2% | +131.0% | +49.2% | +57.4% |
| 5Y | +156.8% | +163.7% | -6.9% | +34.0% |
| All | +1,788.2% | +694.7% | +1,093.5% | +466.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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