+1,607.5%
MPWR vs MXL
+284.4%
+1,323.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.3% |
| 7D | -2.3% | +16.6% | -18.9% | -8.0% |
| 30D | -15.4% | +0.5% | -15.9% | -16.6% |
| 3M | -19.4% | -3.6% | -15.7% | -23.8% |
| 6M | +12.7% | +328.0% | -315.3% | -53.3% |
| YTD | +31.3% | +297.8% | -266.5% | -44.0% |
| 1Y | +39.7% | +339.4% | -299.8% | -44.0% |
| 3Y | +142.2% | +201.7% | -59.6% | -6.5% |
| 5Y | +149.0% | +32.8% | +116.2% | +38.7% |
| All | +1,607.5% | +284.4% | +1,323.1% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling