+155.2%
MPWR vs MAR
+165.1%
-9.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.6% | -4.2% | +1.6% | +0.9% |
| 30D | -9.0% | -6.7% | -2.4% | -3.7% |
| 3M | -25.8% | -12.5% | -13.3% | -17.8% |
| 6M | +11.8% | +0.6% | +11.2% | +9.9% |
| YTD | +35.5% | +9.1% | +26.4% | +22.2% |
| 1Y | +45.3% | +26.2% | +19.1% | +13.2% |
| 3Y | +138.5% | +68.2% | +70.3% | +44.8% |
| All | +155.2% | +165.1% | -9.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling