+114.8%
MPWR vs MOD
+720.4%
-605.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.0% | -7.0% |
| 7D | -5.6% | -34.2% | +28.5% | +12.7% |
| 30D | -23.2% | -51.9% | +28.7% | +5.9% |
| 3M | -15.8% | -53.0% | +37.3% | +16.2% |
| 6M | -28.5% | -66.4% | +37.8% | +13.8% |
| YTD | +25.5% | -31.5% | +57.0% | +41.3% |
| 1Y | +13.9% | -39.6% | +53.4% | +33.5% |
| 3Y | +134.6% | +116.8% | +17.7% | +37.6% |
| 5Y | +114.8% | +713.8% | -599.0% | -38.2% |
| All | +114.8% | +720.4% | -605.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling