+194.3%
MPWR vs MPC
+187.3%
+7.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.6% | +12.0% | +15.3% |
| 7D | +11.6% | -9.4% | +21.0% | +14.5% |
| 30D | +0.1% | -14.3% | +14.4% | +3.8% |
| 3M | -0.8% | +31.1% | -31.9% | -9.7% |
| 6M | -13.0% | +60.3% | -73.3% | -26.0% |
| YTD | +53.9% | +142.5% | -88.6% | +8.4% |
| 1Y | +45.8% | +104.6% | -58.8% | +10.6% |
| 3Y | +194.3% | +191.7% | +2.5% | +78.0% |
| All | +194.3% | +187.3% | +7.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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