+155.6%
MPWR vs QSR
+43.4%
+112.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.3% |
| 7D | -1.3% | -2.4% | +1.1% | 0.0% |
| 30D | -12.8% | +5.7% | -18.5% | -15.6% |
| 3M | -21.3% | +6.9% | -28.2% | -25.1% |
| 6M | +13.7% | +6.9% | +6.9% | +7.2% |
| YTD | +33.3% | +14.9% | +18.4% | +19.0% |
| 1Y | +41.3% | +29.1% | +12.2% | +15.2% |
| 3Y | +145.8% | +26.1% | +119.7% | +94.0% |
| 5Y | +155.6% | +42.3% | +113.3% | +61.0% |
| All | +155.6% | +43.4% | +112.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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