+32.5%
MPWR vs MULL
+444.9%
-412.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -13.8% | +8.7% | -2.3% |
| 7D | +4.1% | -35.9% | +40.0% | +13.0% |
| 30D | -14.8% | -47.3% | +32.6% | -4.4% |
| 3M | -5.4% | -30.6% | +25.2% | -0.4% |
| 6M | -19.6% | +13.7% | -33.3% | -29.5% |
| YTD | +39.8% | +272.1% | -232.3% | -7.4% |
| 1Y | +32.5% | +475.1% | -442.5% | -20.4% |
| All | +32.5% | +444.9% | -412.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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