+1,650.0%
MPWR vs ICE
+216.5%
+1,433.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +1.1% |
| 7D | -0.6% | -1.2% | +0.5% | 0.0% |
| 30D | -13.1% | +5.0% | -18.0% | -16.4% |
| 3M | -21.7% | +13.9% | -35.6% | -30.1% |
| 6M | +19.5% | -4.4% | +23.9% | +20.6% |
| YTD | +34.9% | -1.9% | +36.8% | +31.7% |
| 1Y | +42.0% | -8.1% | +50.1% | +45.1% |
| 3Y | +148.8% | +42.5% | +106.3% | +75.3% |
| 5Y | +156.8% | +40.6% | +116.2% | +80.8% |
| 10Y | +1,650.0% | +217.1% | +1,432.9% | +708.0% |
| All | +1,650.0% | +216.5% | +1,433.5% | +708.0% |
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