+180.2%
MPWR vs ICE
+69.4%
+110.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | +16.8% | +3.6% | +13.2% | +16.1% |
| 30D | +11.9% | +15.1% | -3.2% | +8.6% |
| 3M | +2.2% | +15.4% | -13.2% | -1.0% |
| 6M | -15.5% | +16.1% | -31.6% | -17.5% |
| YTD | +54.2% | +11.4% | +42.8% | +51.4% |
| 1Y | +51.5% | +18.5% | +33.0% | +41.9% |
| 3Y | +180.2% | +70.5% | +109.7% | +89.7% |
| All | +180.2% | +69.4% | +110.8% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling