+1,542.6%
MPWR vs HWM
+1,473.3%
+69.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.0% |
| 7D | -1.7% | +3.4% | -5.1% | -3.0% |
| 30D | -16.5% | -7.5% | -9.0% | -13.3% |
| 3M | -12.3% | -28.9% | +16.6% | +2.1% |
| 6M | -27.7% | -19.6% | -8.1% | -21.0% |
| YTD | +32.0% | +0.6% | +31.4% | +29.8% |
| 1Y | +25.1% | +0.3% | +24.8% | +23.1% |
| 3Y | +146.5% | +326.1% | -179.6% | +26.6% |
| 5Y | +126.0% | +525.2% | -399.1% | +0.8% |
| All | +1,542.6% | +1,473.3% | +69.4% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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