+40.0%
MPWR vs MDB
-8.6%
+48.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +2.2% | -1.0% | +3.2% | +2.2% |
| 30D | -2.1% | -14.0% | +11.9% | -1.4% |
| 3M | -1.6% | -20.3% | +18.8% | -0.7% |
| 6M | -14.9% | +10.9% | -25.8% | -15.1% |
| YTD | +50.5% | -20.9% | +71.4% | +56.1% |
| 1Y | +40.0% | -11.2% | +51.2% | +41.6% |
| All | +40.0% | -8.6% | +48.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling