-15.8%
MPWR vs IR
-8.0%
-7.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.8% | -7.5% | -8.0% |
| 7D | -5.6% | +2.3% | -7.9% | -6.4% |
| 30D | -23.2% | +3.3% | -26.6% | -23.7% |
| 3M | -15.8% | -9.0% | -6.7% | -21.9% |
| All | -15.8% | -8.0% | -7.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3mo: compounded portfolio wealth divided by compounded IR 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…
3mo analysis · Full analysis span regression · Available span rolling