+55.9%
MPWR vs ICE
+21.8%
+34.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +9.7% |
| 7D | +17.3% | +3.2% | +14.0% | +18.3% |
| 30D | +12.1% | +14.7% | -2.6% | +17.7% |
| 3M | +5.6% | +19.8% | -14.2% | +12.5% |
| 6M | -10.7% | +15.2% | -25.9% | -2.5% |
| YTD | +64.0% | +12.7% | +51.3% | +78.7% |
| 1Y | +55.9% | +20.4% | +35.5% | +67.3% |
| All | +55.9% | +21.8% | +34.2% | +67.3% |
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