+224.3%
MPWR vs RDW
0.0%
+224.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.4% |
| 7D | -1.3% | +3.6% | -4.9% | -1.9% |
| 30D | -12.8% | -18.4% | +5.6% | -9.9% |
| 3M | -21.3% | -32.1% | +10.8% | -17.0% |
| 6M | +13.7% | +10.9% | +2.9% | +7.1% |
| YTD | +33.3% | +40.8% | -7.5% | +17.2% |
| 1Y | +41.3% | +31.1% | +10.2% | +22.9% |
| 3Y | +145.8% | +245.2% | -99.4% | +52.0% |
| 5Y | +155.6% | -16.7% | +172.4% | +81.0% |
| All | +224.3% | 0.0% | +224.3% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling