+43.1%
MPWR vs ICE
+18.6%
+24.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.0% | +15.6% | +17.0% |
| 7D | +11.6% | +1.0% | +10.6% | +12.0% |
| 30D | +0.1% | +11.4% | -11.3% | +4.3% |
| 3M | -0.8% | +16.2% | -17.0% | +4.7% |
| 6M | -13.0% | +12.5% | -25.5% | -6.1% |
| YTD | +53.9% | +8.6% | +45.4% | +66.0% |
| All | +43.1% | +18.6% | +24.5% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling