+136.7%
MPWR vs IR
+9.5%
+127.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -0.3% |
| 30D | -9.0% | -15.1% | +6.1% | +3.6% |
| 3M | -25.8% | +6.1% | -31.9% | -31.4% |
| 6M | +11.8% | -16.8% | +28.6% | +27.8% |
| YTD | +35.5% | -3.5% | +39.0% | +33.5% |
| 1Y | +45.3% | -3.5% | +48.8% | +42.5% |
| All | +136.7% | +9.5% | +127.3% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling