+1,786.5%
MPWR vs ICE
+258.3%
+1,528.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.0% | +15.6% | +15.9% |
| 7D | +11.6% | +1.0% | +10.6% | +10.8% |
| 30D | +0.1% | +11.4% | -11.3% | -7.8% |
| 3M | -0.8% | +16.2% | -17.0% | -12.1% |
| 6M | -13.0% | +12.5% | -25.5% | -22.3% |
| YTD | +53.9% | +8.6% | +45.4% | +38.5% |
| 1Y | +45.8% | +18.4% | +27.5% | +21.9% |
| 3Y | +194.3% | +66.4% | +127.8% | +82.4% |
| 5Y | +160.1% | +37.2% | +123.0% | +87.3% |
| 10Y | +1,786.5% | +244.8% | +1,541.7% | +707.4% |
| All | +1,786.5% | +258.3% | +1,528.2% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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