+42.0%
MPWR vs ICE
-7.9%
+49.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -1.0% |
| 7D | -0.6% | -1.2% | +0.5% | -0.9% |
| 30D | -13.1% | +5.0% | -18.0% | -12.0% |
| 3M | -21.7% | +13.9% | -35.6% | -19.0% |
| 6M | +19.5% | -4.4% | +23.9% | +23.9% |
| YTD | +34.9% | -1.9% | +36.8% | +40.1% |
| 1Y | +42.0% | -8.1% | +50.1% | +42.9% |
| All | +42.0% | -7.9% | +49.8% | +42.9% |
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