+10.7%
MPWR vs IRE
-98.0%
+108.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -33.9% | +23.7% | -6.3% |
| 7D | -5.6% | -57.1% | +51.5% | +2.6% |
| 30D | -23.2% | -84.4% | +61.2% | -7.9% |
| 3M | -15.8% | -85.0% | +69.2% | -0.2% |
| 6M | -28.5% | -95.2% | +66.7% | -10.0% |
| YTD | +25.5% | -93.9% | +119.4% | +46.3% |
| 1Y | +13.9% | -98.8% | +112.7% | +47.7% |
| All | +10.7% | -98.0% | +108.7% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling