+162.0%
MPWR vs MXL
-19.0%
+181.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -0.9% |
| 7D | +2.2% | -15.9% | +18.1% | +8.0% |
| 30D | -2.1% | -44.0% | +42.0% | +17.8% |
| 3M | -1.6% | -21.3% | +19.8% | +3.6% |
| 6M | -14.9% | -46.1% | +31.1% | -3.9% |
| YTD | +50.5% | +208.8% | -158.3% | -27.2% |
| 1Y | +40.0% | +255.5% | -215.6% | -36.9% |
| 3Y | +175.0% | +223.3% | -48.4% | +0.7% |
| 5Y | +162.0% | -18.1% | +180.0% | +109.4% |
| All | +162.0% | -19.0% | +181.0% | +109.4% |
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