+160.1%
MPWR vs LH
+63.0%
+97.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.4% | +15.2% | +15.9% |
| 7D | +11.6% | +4.6% | +7.0% | +9.3% |
| 30D | +0.1% | +19.1% | -19.0% | -8.6% |
| 3M | -0.8% | +16.7% | -17.6% | -8.9% |
| 6M | -13.0% | +47.0% | -60.1% | -30.6% |
| YTD | +53.9% | +49.3% | +4.6% | +20.9% |
| 1Y | +45.8% | +48.6% | -2.8% | +14.7% |
| 3Y | +194.3% | +87.8% | +106.4% | +95.2% |
| 5Y | +160.1% | +65.0% | +95.1% | +78.6% |
| All | +160.1% | +63.0% | +97.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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