+1,607.5%
MPWR vs HLT
+590.3%
+1,017.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -2.3% | -2.6% | +0.3% | -0.5% |
| 30D | -15.4% | -2.6% | -12.8% | -14.0% |
| 3M | -19.4% | -9.4% | -9.9% | -13.9% |
| 6M | +12.7% | +2.7% | +10.0% | +10.1% |
| YTD | +31.3% | +6.8% | +24.6% | +24.5% |
| 1Y | +39.7% | +12.4% | +27.3% | +26.6% |
| 3Y | +142.2% | +100.2% | +42.0% | +51.7% |
| 5Y | +149.0% | +143.7% | +5.3% | +40.2% |
| All | +1,607.5% | +590.3% | +1,017.2% | +457.2% |
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