+156.8%
MPWR vs MXL
+23.2%
+133.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -2.4% |
| 7D | -0.6% | +15.5% | -16.1% | -5.5% |
| 30D | -13.1% | -11.3% | -1.8% | -10.4% |
| 3M | -21.7% | -16.1% | -5.6% | -21.7% |
| 6M | +19.5% | +323.0% | -303.5% | -47.1% |
| YTD | +34.9% | +281.5% | -246.6% | -37.7% |
| 1Y | +42.0% | +319.3% | -277.3% | -38.2% |
| 3Y | +148.8% | +189.4% | -40.6% | +3.6% |
| 5Y | +156.8% | +26.0% | +130.8% | +74.8% |
| All | +156.8% | +23.2% | +133.6% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling