+136.7%
MPWR vs MOD
+300.6%
-163.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -1.2% |
| 7D | -2.6% | +9.6% | -12.2% | -6.8% |
| 30D | -9.0% | 0.0% | -9.1% | -9.3% |
| 3M | -25.8% | -35.4% | +9.5% | -9.7% |
| 6M | +11.8% | -7.3% | +19.0% | +14.0% |
| YTD | +35.5% | +45.8% | -10.3% | +10.5% |
| 1Y | +45.3% | +43.1% | +2.2% | +16.6% |
| All | +136.7% | +300.6% | -163.9% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling