+14,479.0%
MPWR vs MLM
+1,230.7%
+13,248.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -2.6% | -2.9% | +0.3% | -1.1% |
| 30D | -9.0% | -6.8% | -2.2% | -5.8% |
| 3M | -25.8% | -11.2% | -14.6% | -22.1% |
| 6M | +11.8% | -21.8% | +33.6% | +25.7% |
| YTD | +35.5% | -17.0% | +52.5% | +46.8% |
| 1Y | +45.3% | -16.4% | +61.7% | +56.5% |
| 3Y | +138.5% | +14.5% | +124.0% | +120.9% |
| 5Y | +152.8% | +41.7% | +111.0% | +113.9% |
| 10Y | +1,616.6% | +200.0% | +1,416.5% | +848.9% |
| All | +14,479.0% | +1,230.7% | +13,248.3% | +3,136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling