+1,786.5%
MPWR vs IRM
+480.4%
+1,306.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.1% | +12.5% | +14.3% |
| 7D | +11.6% | -3.8% | +15.3% | +14.4% |
| 30D | +0.1% | -3.2% | +3.3% | +2.4% |
| 3M | -0.8% | -7.8% | +7.0% | +4.3% |
| 6M | -13.0% | -12.7% | -0.3% | -6.1% |
| YTD | +53.9% | +36.7% | +17.2% | +29.3% |
| 1Y | +45.8% | +10.0% | +35.8% | +37.5% |
| 3Y | +194.3% | +107.2% | +87.0% | +94.5% |
| 5Y | +160.1% | +181.6% | -21.4% | +47.9% |
| 10Y | +1,786.5% | +481.1% | +1,305.4% | +617.8% |
| All | +1,786.5% | +480.4% | +1,306.1% | +617.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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