+92.7%
MPWR vs MULL
+2,561.4%
-2,468.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.8% | -11.0% | -1.9% |
| 7D | -2.6% | +17.3% | -19.9% | -6.4% |
| 30D | -9.0% | +23.5% | -32.5% | -14.3% |
| 3M | -25.8% | -24.0% | -1.8% | -28.0% |
| 6M | +11.8% | +276.7% | -265.0% | -34.7% |
| YTD | +35.5% | +565.1% | -529.6% | -34.8% |
| 1Y | +45.3% | +2,802.6% | -2,757.3% | -58.6% |
| All | +92.7% | +2,561.4% | -2,468.7% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling