+155.2%
MPWR vs IR
+45.6%
+109.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.3% |
| 7D | -2.6% | -2.8% | +0.2% | -0.2% |
| 30D | -9.0% | -15.1% | +6.1% | +4.6% |
| 3M | -25.8% | +6.1% | -31.9% | -31.5% |
| 6M | +11.8% | -16.8% | +28.6% | +28.5% |
| YTD | +35.5% | -3.5% | +39.0% | +34.0% |
| 1Y | +45.3% | -3.5% | +48.8% | +43.0% |
| 3Y | +138.5% | +9.5% | +129.0% | +104.1% |
| All | +155.2% | +45.6% | +109.6% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling