+1,677.2%
MPWR vs LYV
+564.6%
+1,112.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | -13.4% | -8.2% | -5.2% | -10.2% |
| 3M | -22.2% | -1.3% | -21.0% | -22.6% |
| 6M | +15.7% | +2.6% | +13.1% | +12.9% |
| YTD | +36.7% | +19.4% | +17.3% | +24.1% |
| 1Y | +47.9% | -2.2% | +50.2% | +45.2% |
| 3Y | +159.7% | +106.0% | +53.6% | +83.2% |
| 5Y | +159.1% | +97.7% | +61.5% | +84.4% |
| All | +1,677.2% | +564.6% | +1,112.5% | +653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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