+7,097.4%
MPWR vs MXL
+210.8%
+6,886.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.4% | +1.5% | -2.1% |
| 7D | +16.8% | +13.4% | +3.4% | +12.2% |
| 30D | +11.9% | -29.2% | +41.1% | +24.6% |
| 3M | +2.2% | -27.2% | +29.4% | +10.7% |
| 6M | -15.5% | -36.4% | +20.9% | -9.5% |
| YTD | +54.2% | +220.0% | -165.8% | -21.9% |
| 1Y | +51.5% | +304.8% | -253.3% | -30.3% |
| 3Y | +180.2% | +238.5% | -58.3% | +18.3% |
| 5Y | +156.8% | -18.8% | +175.5% | +80.9% |
| 10Y | +1,801.1% | +163.1% | +1,638.0% | +708.3% |
| All | +7,097.4% | +210.8% | +6,886.6% | +2,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling