+17,167.4%
MPWR vs ITUB
+1,007.8%
+16,159.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | +27.9% | +1.1% | +26.8% | +27.7% |
| 30D | +9.7% | -25.4% | +35.1% | +19.8% |
| 3M | +1.7% | -0.3% | +2.0% | -0.1% |
| 6M | -9.2% | -8.0% | -1.3% | -8.7% |
| YTD | +60.5% | +5.2% | +55.3% | +54.5% |
| 1Y | +52.0% | +7.4% | +44.6% | +45.1% |
| 3Y | +193.1% | +74.5% | +118.6% | +133.3% |
| 5Y | +167.3% | +175.8% | -8.6% | +75.4% |
| 10Y | +1,878.8% | +164.4% | +1,714.4% | +1,085.3% |
| All | +17,167.4% | +1,007.8% | +16,159.6% | +5,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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