+14,479.0%
MPWR vs MKTX
+847.8%
+13,631.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -9.0% | +1.1% | -10.1% | -9.3% |
| 3M | -25.8% | +36.1% | -61.9% | -33.0% |
| 6M | +11.8% | -12.9% | +24.6% | +14.1% |
| YTD | +35.5% | -8.5% | +44.0% | +35.9% |
| 1Y | +45.3% | -7.5% | +52.9% | +44.3% |
| 3Y | +138.5% | -28.3% | +166.8% | +146.4% |
| 5Y | +152.8% | -63.3% | +216.1% | +215.1% |
| 10Y | +1,616.6% | +4.5% | +1,612.1% | +1,480.1% |
| All | +14,479.0% | +847.8% | +13,631.2% | +6,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling