+156.8%
MPWR vs OMC
+32.6%
+124.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -0.6% | -5.8% | +5.2% | +2.0% |
| 30D | -13.1% | -4.8% | -8.2% | -11.4% |
| 3M | -21.7% | +9.2% | -31.0% | -27.0% |
| 6M | +19.5% | -2.5% | +22.0% | +18.0% |
| YTD | +34.9% | +2.6% | +32.4% | +26.9% |
| 1Y | +42.0% | +5.9% | +36.0% | +28.6% |
| 3Y | +148.8% | +14.2% | +134.6% | +104.9% |
| 5Y | +156.8% | +33.2% | +123.6% | +93.4% |
| All | +156.8% | +32.6% | +124.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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