+1,650.0%
MPWR vs MAR
+411.9%
+1,238.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.9% |
| 7D | -0.6% | -1.7% | +1.1% | +0.4% |
| 30D | -13.1% | -6.9% | -6.2% | -9.5% |
| 3M | -21.7% | -15.8% | -5.9% | -14.0% |
| 6M | +19.5% | +1.9% | +17.6% | +17.7% |
| YTD | +34.9% | +6.6% | +28.3% | +28.7% |
| 1Y | +42.0% | +23.7% | +18.3% | +23.5% |
| 3Y | +148.8% | +64.6% | +84.2% | +89.0% |
| 5Y | +156.8% | +156.4% | +0.5% | +61.3% |
| 10Y | +1,650.0% | +415.4% | +1,234.6% | +725.4% |
| All | +1,650.0% | +411.9% | +1,238.1% | +725.4% |
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