+155.6%
MPWR vs MKTX
-61.3%
+217.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -12.8% | +1.0% | -13.8% | -13.0% |
| 3M | -21.3% | +40.8% | -62.1% | -28.7% |
| 6M | +13.7% | -10.9% | +24.6% | +17.3% |
| YTD | +33.3% | -8.6% | +41.9% | +35.9% |
| 1Y | +41.3% | -11.6% | +52.9% | +44.9% |
| 3Y | +145.8% | -24.5% | +170.3% | +150.8% |
| 5Y | +155.6% | -60.7% | +216.4% | +232.2% |
| All | +155.6% | -61.3% | +217.0% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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