+1,587.1%
MPWR vs HWM
+1,165.4%
+421.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.1% |
| 7D | -1.7% | +3.3% | -5.1% | -3.0% |
| 30D | -16.5% | -7.6% | -8.9% | -13.3% |
| 3M | -12.3% | -28.9% | +16.6% | +2.0% |
| 6M | -27.7% | -19.7% | -8.1% | -21.0% |
| YTD | +32.0% | +0.5% | +31.5% | +29.9% |
| 1Y | +25.1% | +0.3% | +24.8% | +23.1% |
| 3Y | +146.5% | +325.8% | -179.3% | +27.0% |
| 5Y | +126.0% | +524.7% | -398.7% | +1.2% |
| 10Y | +1,582.7% | +1,491.8% | +90.9% | +447.8% |
| All | +1,587.1% | +1,165.4% | +421.7% | +447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling