+159.7%
MPWR vs RDW
+241.5%
-81.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -13.4% | -21.3% | +7.9% | -10.4% |
| 3M | -22.2% | -37.9% | +15.6% | -17.6% |
| 6M | +15.7% | +12.3% | +3.4% | +10.0% |
| YTD | +36.7% | +39.7% | -3.1% | +23.0% |
| 1Y | +47.9% | +25.7% | +22.2% | +32.6% |
| 3Y | +159.7% | +230.8% | -71.1% | +89.8% |
| All | +159.7% | +241.5% | -81.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling