+1,786.5%
MPWR vs MAR
+540.7%
+1,245.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.2% | +16.4% | +16.5% |
| 7D | +11.6% | +0.2% | +11.4% | +11.5% |
| 30D | +0.1% | +14.0% | -13.9% | -7.1% |
| 3M | -0.8% | +18.1% | -18.9% | -9.9% |
| 6M | -13.0% | +18.6% | -31.6% | -21.7% |
| YTD | +53.9% | +35.3% | +18.6% | +28.1% |
| 1Y | +45.8% | +44.5% | +1.4% | +16.6% |
| 3Y | +194.3% | +120.7% | +73.5% | +89.5% |
| 5Y | +160.1% | +164.1% | -3.9% | +55.4% |
| 10Y | +1,786.5% | +515.5% | +1,271.0% | +760.2% |
| All | +1,786.5% | +540.7% | +1,245.8% | +760.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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