+43.1%
MPWR vs MOD
-33.9%
+77.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +9.9% | +6.7% | +12.1% |
| 7D | +11.6% | -13.9% | +25.5% | +17.8% |
| 30D | +0.1% | -41.5% | +41.7% | +24.6% |
| 3M | -0.8% | -45.7% | +44.9% | +26.3% |
| 6M | -13.0% | -61.1% | +48.1% | +27.3% |
| YTD | +53.9% | -20.5% | +74.4% | +83.6% |
| All | +43.1% | -33.9% | +77.0% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling