+161.6%
MPWR vs LYV
+93.4%
+68.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.9% |
| 30D | -13.4% | -8.2% | -5.2% | -9.6% |
| 3M | -22.2% | -1.3% | -21.0% | -22.7% |
| 6M | +15.7% | +2.6% | +13.1% | +12.0% |
| YTD | +36.7% | +19.4% | +17.3% | +20.7% |
| 1Y | +47.9% | -2.2% | +50.2% | +44.8% |
| 3Y | +159.7% | +106.0% | +53.6% | +62.7% |
| All | +161.6% | +93.4% | +68.2% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling