+14,479.0%
MPWR vs MCO
+1,441.9%
+13,037.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +2.0% |
| 7D | -2.6% | -4.2% | +1.6% | -0.4% |
| 30D | -9.0% | +2.2% | -11.2% | -10.5% |
| 3M | -25.8% | +10.1% | -35.9% | -30.9% |
| 6M | +11.8% | +5.3% | +6.5% | +5.9% |
| YTD | +35.5% | -2.7% | +38.2% | +32.9% |
| 1Y | +45.3% | -0.4% | +45.7% | +39.6% |
| 3Y | +138.5% | +49.0% | +89.4% | +84.9% |
| 5Y | +152.8% | +33.6% | +119.1% | +110.8% |
| 10Y | +1,616.6% | +395.3% | +1,221.3% | +694.1% |
| All | +14,479.0% | +1,441.9% | +13,037.2% | +3,338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling