+114.8%
MPWR vs P
+237.3%
-122.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -16.4% | +6.1% | -2.4% |
| 7D | -5.6% | -31.9% | +26.3% | +12.6% |
| 30D | -23.2% | -36.5% | +13.3% | -5.6% |
| 3M | -15.8% | +11.6% | -27.4% | -23.6% |
| 6M | -28.5% | +25.2% | -53.7% | -40.3% |
| YTD | +25.5% | +39.4% | -14.0% | -2.5% |
| 1Y | +13.9% | -3.7% | +17.6% | +3.2% |
| 3Y | +134.6% | +167.3% | -32.7% | +1.9% |
| 5Y | +114.8% | +237.3% | -122.5% | -18.7% |
| All | +114.8% | +237.3% | -122.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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