+146.5%
MPWR vs ICE
+65.6%
+80.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.4% |
| 7D | -1.7% | +2.0% | -3.8% | -2.1% |
| 30D | -16.5% | +12.9% | -29.4% | -18.8% |
| 3M | -12.3% | +15.4% | -27.7% | -15.5% |
| 6M | -27.7% | +13.1% | -40.8% | -29.4% |
| YTD | +32.0% | +7.5% | +24.5% | +30.3% |
| 1Y | +25.1% | +18.3% | +6.8% | +14.8% |
| 3Y | +146.5% | +65.9% | +80.6% | +60.7% |
| All | +146.5% | +65.6% | +80.9% | +60.7% |
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