+16.5%
MPWR vs IRE
-97.2%
+113.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +39.6% | -34.4% | +0.5% |
| 7D | -1.7% | -27.2% | +25.4% | +0.1% |
| 30D | -16.5% | -75.1% | +58.6% | -5.6% |
| 3M | -12.3% | -77.9% | +65.6% | -1.2% |
| 6M | -27.7% | -94.6% | +66.8% | -11.3% |
| YTD | +32.0% | -91.5% | +123.5% | +47.1% |
| 1Y | +25.1% | -97.8% | +122.9% | +51.3% |
| All | +16.5% | -97.2% | +113.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling