+153.2%
MPWR vs MCO
+42.5%
+110.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -1.3% | -3.1% | +1.9% | +0.1% |
| 30D | -12.8% | -0.5% | -12.3% | -13.0% |
| 3M | -21.3% | +5.7% | -27.0% | -25.0% |
| 6M | +13.7% | +3.0% | +10.7% | +9.1% |
| YTD | +33.3% | -6.5% | +39.8% | +35.4% |
| 1Y | +41.3% | -5.8% | +47.1% | +41.2% |
| All | +153.2% | +42.5% | +110.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling