+155.2%
MPWR vs M
+27.3%
+127.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.1% |
| 7D | -2.6% | +4.7% | -7.3% | -4.2% |
| 30D | -9.0% | -9.6% | +0.6% | -5.8% |
| 3M | -25.8% | +0.9% | -26.7% | -26.7% |
| 6M | +11.8% | +22.3% | -10.5% | +2.7% |
| YTD | +35.5% | +6.5% | +29.0% | +30.5% |
| 1Y | +45.3% | +38.8% | +6.5% | +26.4% |
| 3Y | +138.5% | +115.9% | +22.5% | +65.2% |
| All | +155.2% | +27.3% | +127.9% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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