+156.3%
MPWR vs MXL
+187.9%
-31.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -2.0% |
| 7D | -0.6% | +15.5% | -16.1% | -4.4% |
| 30D | -13.1% | -11.3% | -1.8% | -11.0% |
| 3M | -21.7% | -16.1% | -5.6% | -21.3% |
| 6M | +19.5% | +323.0% | -303.5% | -35.3% |
| YTD | +34.9% | +281.5% | -246.6% | -24.3% |
| 1Y | +42.0% | +319.3% | -277.3% | -23.9% |
| All | +156.3% | +187.9% | -31.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling