+176.6%
MPWR vs MLM
+30.7%
+145.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.6% |
| 7D | +17.3% | -5.8% | +23.1% | +23.8% |
| 30D | +12.1% | +9.8% | +2.2% | +3.0% |
| 3M | +5.6% | -5.2% | +10.8% | +9.9% |
| 6M | -10.7% | -10.3% | -0.4% | -4.8% |
| YTD | +64.0% | -15.5% | +79.4% | +81.7% |
| 1Y | +55.9% | -15.0% | +71.0% | +71.9% |
| 3Y | +199.5% | +17.5% | +182.0% | +134.1% |
| 5Y | +176.6% | +30.5% | +146.0% | +84.0% |
| All | +176.6% | +30.7% | +145.9% | +84.0% |
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