+1,607.5%
MPWR vs MCO
+385.7%
+1,221.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.3% |
| 7D | -2.3% | -7.3% | +5.1% | +3.6% |
| 30D | -15.4% | -1.7% | -13.7% | -14.8% |
| 3M | -19.4% | +3.9% | -23.3% | -24.1% |
| 6M | +12.7% | +3.8% | +8.9% | +4.7% |
| YTD | +31.3% | -7.9% | +39.2% | +32.6% |
| 1Y | +39.7% | -6.8% | +46.5% | +37.8% |
| 3Y | +142.2% | +40.9% | +101.2% | +64.4% |
| 5Y | +149.0% | +27.5% | +121.5% | +84.3% |
| All | +1,607.5% | +385.7% | +1,221.8% | +400.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling