+125.2%
MPWR vs M
-11.5%
+136.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.6% | +9.8% | +6.9% |
| 7D | -1.7% | -4.3% | +2.5% | -0.4% |
| 30D | -16.5% | +1.3% | -17.8% | -17.5% |
| 3M | -12.3% | -7.4% | -4.9% | -10.7% |
| 6M | -27.7% | +18.3% | -46.1% | -33.7% |
| YTD | +32.0% | +7.6% | +24.4% | +25.3% |
| 1Y | +25.1% | +17.4% | +7.7% | +14.3% |
| 3Y | +146.5% | +108.4% | +38.1% | +67.7% |
| All | +125.2% | -11.5% | +136.7% | +89.0% |
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