+87.7%
MPWR vs MULL
+968.6%
-880.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.1% | -3.9% | +3.0% |
| 7D | -1.7% | -42.7% | +41.0% | +10.3% |
| 30D | -16.5% | -63.8% | +47.2% | +3.5% |
| 3M | -12.3% | -49.0% | +36.8% | -1.1% |
| 6M | -27.7% | -38.2% | +10.4% | -32.2% |
| YTD | +32.0% | +167.0% | -135.0% | -23.6% |
| 1Y | +25.1% | +247.7% | -222.6% | -35.3% |
| All | +87.7% | +968.6% | -880.9% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling