+1,631.9%
MPWR vs HWM
+1,494.1%
+137.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -2.6% | -2.1% | -0.5% | -2.0% |
| 30D | -9.0% | -11.0% | +2.0% | -4.4% |
| 3M | -25.8% | +4.0% | -29.9% | -27.7% |
| 6M | +11.8% | -0.2% | +12.0% | +11.0% |
| YTD | +35.5% | +26.7% | +8.9% | +20.1% |
| 1Y | +45.3% | +44.7% | +0.6% | +21.0% |
| 3Y | +138.5% | +426.1% | -287.6% | +11.5% |
| 5Y | +152.8% | +738.5% | -585.7% | -0.6% |
| All | +1,631.9% | +1,494.1% | +137.8% | +406.4% |
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