+119.2%
MPWR vs MULL
+1,230.7%
-1,111.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.2% | +1.2% | -2.7% |
| 7D | +16.8% | +24.5% | -7.7% | +10.7% |
| 30D | +11.9% | -35.5% | +47.4% | +21.0% |
| 3M | +2.2% | -44.8% | +47.0% | +13.1% |
| 6M | -15.5% | -45.5% | +30.0% | -16.9% |
| YTD | +54.2% | +232.5% | -178.3% | -15.4% |
| 1Y | +51.5% | +343.3% | -291.8% | -26.0% |
| All | +119.2% | +1,230.7% | -1,111.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling