+423.0%
MPWR vs MP
+240.8%
+182.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.0% | -4.2% | -8.8% |
| 7D | -5.6% | -19.0% | +13.4% | -0.7% |
| 30D | -23.2% | -30.5% | +7.3% | -16.3% |
| 3M | -15.8% | -29.6% | +13.8% | -8.9% |
| 6M | -28.5% | -50.4% | +21.9% | -16.5% |
| YTD | +25.5% | -33.2% | +58.7% | +34.5% |
| 1Y | +13.9% | -38.6% | +52.5% | +23.5% |
| 3Y | +134.6% | +105.5% | +29.1% | +60.0% |
| 5Y | +114.8% | -7.8% | +122.7% | +82.2% |
| All | +423.0% | +240.8% | +182.2% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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