+155.6%
MPWR vs MCO
+29.3%
+126.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.2% |
| 7D | -1.3% | -3.1% | +1.9% | +0.9% |
| 30D | -12.8% | -0.5% | -12.3% | -13.1% |
| 3M | -21.3% | +5.7% | -27.0% | -26.7% |
| 6M | +13.7% | +3.0% | +10.7% | +6.7% |
| YTD | +33.3% | -6.5% | +39.8% | +33.8% |
| 1Y | +41.3% | -5.8% | +47.1% | +38.8% |
| 3Y | +145.8% | +43.1% | +102.7% | +56.1% |
| 5Y | +155.6% | +29.5% | +126.2% | +71.7% |
| All | +155.6% | +29.3% | +126.3% | +71.7% |
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 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