+8,005.9%
MPWR vs ICE
+2,506.4%
+5,499.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.6% |
| 7D | -1.7% | +2.0% | -3.8% | -2.6% |
| 30D | -16.5% | +12.9% | -29.4% | -20.7% |
| 3M | -12.3% | +15.4% | -27.7% | -17.6% |
| 6M | -27.7% | +13.1% | -40.8% | -32.3% |
| YTD | +32.0% | +7.5% | +24.5% | +25.3% |
| 1Y | +25.1% | +18.3% | +6.8% | +14.2% |
| 3Y | +146.5% | +65.9% | +80.6% | +98.0% |
| 5Y | +126.0% | +35.2% | +90.8% | +97.2% |
| 10Y | +1,582.7% | +266.7% | +1,316.0% | +961.2% |
| All | +8,005.9% | +2,506.4% | +5,499.5% | +2,545.3% |
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