+8,221.2%
MPWR vs ICE
+2,331.7%
+5,889.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -9.0% | +7.6% | -16.7% | -11.7% |
| 3M | -25.8% | +13.9% | -39.8% | -30.1% |
| 6M | +11.8% | -2.4% | +14.1% | +11.2% |
| YTD | +35.5% | +0.3% | +35.2% | +32.9% |
| 1Y | +45.3% | -6.4% | +51.7% | +46.0% |
| 3Y | +138.5% | +43.1% | +95.3% | +103.9% |
| 5Y | +152.8% | +42.1% | +110.7% | +118.0% |
| 10Y | +1,616.6% | +220.9% | +1,395.7% | +1,041.1% |
| All | +8,221.2% | +2,331.7% | +5,889.5% | +2,705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling