+114.8%
MPWR vs MLM
+30.6%
+84.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.2% | -5.1% | -6.0% |
| 7D | -5.6% | -1.2% | -4.4% | -4.6% |
| 30D | -23.2% | +7.9% | -31.2% | -28.4% |
| 3M | -15.8% | -4.5% | -11.3% | -13.1% |
| 6M | -28.5% | -12.6% | -15.9% | -21.8% |
| YTD | +25.5% | -14.9% | +40.3% | +38.0% |
| 1Y | +13.9% | -13.1% | +27.0% | +22.8% |
| 3Y | +134.6% | +21.2% | +113.3% | +78.0% |
| 5Y | +114.8% | +32.0% | +82.8% | +41.5% |
| All | +114.8% | +30.6% | +84.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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