+1,650.0%
MPWR vs IRM
+407.3%
+1,242.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | -0.6% | +1.6% | -2.2% | -1.5% |
| 30D | -13.1% | -4.2% | -8.9% | -11.0% |
| 3M | -21.7% | -5.4% | -16.4% | -19.9% |
| 6M | +19.5% | +12.0% | +7.5% | +11.9% |
| YTD | +34.9% | +42.0% | -7.1% | +10.5% |
| 1Y | +42.0% | +29.9% | +12.1% | +21.1% |
| 3Y | +148.8% | +104.4% | +44.5% | +65.5% |
| 5Y | +156.8% | +191.0% | -34.2% | +43.4% |
| 10Y | +1,650.0% | +417.1% | +1,232.9% | +601.3% |
| All | +1,650.0% | +407.3% | +1,242.7% | +601.3% |
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