+156.2%
MPWR vs IRM
+187.5%
-31.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.4% |
| 7D | +16.8% | +6.8% | +10.0% | +12.0% |
| 30D | +11.9% | +2.6% | +9.3% | +10.4% |
| 3M | +2.2% | -9.5% | +11.7% | +9.8% |
| 6M | -15.5% | -8.5% | -7.0% | -10.4% |
| YTD | +54.2% | +40.3% | +13.9% | +21.4% |
| 1Y | +51.5% | +28.7% | +22.8% | +26.1% |
| 3Y | +180.2% | +111.8% | +68.4% | +53.0% |
| All | +156.2% | +187.5% | -31.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling