+149.5%
MPWR vs LYV
+109.3%
+40.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.3% | -4.2% | +1.9% | -0.3% |
| 30D | -15.4% | -7.2% | -8.2% | -12.5% |
| 3M | -19.4% | +1.5% | -20.9% | -21.2% |
| 6M | +12.7% | +2.7% | +10.0% | +8.9% |
| YTD | +31.3% | +19.4% | +12.0% | +15.8% |
| 1Y | +39.7% | -0.5% | +40.1% | +37.2% |
| All | +149.5% | +109.3% | +40.2% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling