+1,632.7%
MPWR vs MOD
+1,642.7%
-10.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.6% |
| 7D | -2.6% | +9.6% | -12.2% | -5.6% |
| 30D | -9.0% | 0.0% | -9.1% | -9.2% |
| 3M | -25.8% | -35.4% | +9.5% | -14.5% |
| 6M | +11.8% | -7.3% | +19.0% | +13.9% |
| YTD | +35.5% | +45.8% | -10.3% | +18.3% |
| 1Y | +45.3% | +43.1% | +2.2% | +26.1% |
| 3Y | +138.5% | +297.7% | -159.2% | +48.6% |
| 5Y | +152.8% | +1,478.8% | -1,326.0% | +8.6% |
| All | +1,632.7% | +1,642.7% | -10.0% | +576.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling