+1,461.2%
MPWR vs MOD
+857.0%
+604.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.0% | -7.8% |
| 7D | -5.6% | -34.2% | +28.5% | +7.6% |
| 30D | -23.2% | -51.9% | +28.7% | -2.7% |
| 3M | -15.8% | -53.0% | +37.3% | +6.9% |
| 6M | -28.5% | -66.4% | +37.8% | +0.9% |
| YTD | +25.5% | -31.5% | +57.0% | +39.2% |
| 1Y | +13.9% | -39.6% | +53.4% | +30.2% |
| 3Y | +134.6% | +116.8% | +17.7% | +79.1% |
| 5Y | +114.8% | +713.8% | -599.0% | +15.3% |
| All | +1,461.2% | +857.0% | +604.3% | +732.6% |
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