+156.2%
MPWR vs MCO
+36.6%
+119.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.2% |
| 7D | +16.8% | +0.5% | +16.3% | +16.6% |
| 30D | +11.9% | +9.8% | +2.0% | +4.2% |
| 3M | +2.2% | +4.3% | -2.1% | -1.9% |
| 6M | -15.5% | +16.5% | -32.0% | -27.7% |
| YTD | +54.2% | +0.1% | +54.0% | +46.5% |
| 1Y | +51.5% | +4.4% | +47.0% | +38.0% |
| 3Y | +180.2% | +51.6% | +128.6% | +69.5% |
| All | +156.2% | +36.6% | +119.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling