+1,677.2%
MPWR vs LYB
+48.3%
+1,628.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -13.4% | +2.5% | -15.8% | -14.5% |
| 3M | -22.2% | +1.4% | -23.6% | -23.4% |
| 6M | +15.7% | -3.5% | +19.1% | +12.4% |
| YTD | +36.7% | +52.0% | -15.3% | +4.2% |
| 1Y | +47.9% | +22.1% | +25.9% | +24.7% |
| 3Y | +159.7% | -22.8% | +182.5% | +172.1% |
| 5Y | +159.1% | -3.4% | +162.5% | +141.8% |
| All | +1,677.2% | +48.3% | +1,628.9% | +1,167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling