+146.5%
MPWR vs LEN
-18.1%
+164.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.3% | +6.3% |
| 7D | -1.7% | +2.1% | -3.8% | -3.0% |
| 30D | -16.5% | +16.6% | -33.1% | -22.1% |
| 3M | -12.3% | +5.3% | -17.6% | -15.2% |
| 6M | -27.7% | -0.8% | -27.0% | -28.7% |
| YTD | +32.0% | -11.7% | +43.7% | +34.8% |
| 1Y | +25.1% | -24.6% | +49.7% | +36.5% |
| 3Y | +146.5% | -18.7% | +165.2% | +113.9% |
| All | +146.5% | -18.1% | +164.6% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling