+146.5%
MPWR vs MAR
+122.8%
+23.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | -1.7% | +4.3% | -6.0% | -5.1% |
| 30D | -16.5% | +16.8% | -33.3% | -26.6% |
| 3M | -12.3% | +16.0% | -28.3% | -22.6% |
| 6M | -27.7% | +16.5% | -44.2% | -37.2% |
| YTD | +32.0% | +35.0% | -3.0% | -1.3% |
| 1Y | +25.1% | +49.4% | -24.3% | -16.0% |
| 3Y | +146.5% | +124.1% | +22.4% | +13.3% |
| All | +146.5% | +122.8% | +23.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling