+32.5%
MPWR vs MCO
+9.9%
+22.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.9% | -10.0% | -4.0% |
| 7D | +4.1% | +10.7% | -6.6% | +6.5% |
| 30D | -14.8% | +17.9% | -32.7% | -11.8% |
| 3M | -5.4% | +9.5% | -14.9% | -3.3% |
| 6M | -19.6% | +18.1% | -37.7% | -17.5% |
| YTD | +39.8% | +4.1% | +35.7% | +45.6% |
| 1Y | +32.5% | +9.3% | +23.2% | +36.5% |
| All | +32.5% | +9.9% | +22.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling