+16,459.4%
MPWR vs LNG
+1,065.8%
+15,393.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.7% | +13.9% | +16.2% |
| 7D | +11.6% | -8.4% | +20.0% | +13.1% |
| 30D | +0.1% | +2.7% | -2.5% | -0.3% |
| 3M | -0.8% | +11.7% | -12.6% | -2.5% |
| 6M | -13.0% | +19.5% | -32.5% | -15.6% |
| YTD | +53.9% | +48.0% | +5.9% | +44.2% |
| 1Y | +45.8% | +38.4% | +7.5% | +37.9% |
| 3Y | +194.3% | +71.9% | +122.4% | +168.0% |
| 5Y | +160.1% | +179.9% | -19.7% | +120.3% |
| 10Y | +1,786.5% | +700.5% | +1,086.0% | +1,272.2% |
| All | +16,459.4% | +1,065.8% | +15,393.6% | +8,691.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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