+194.3%
MPWR vs REPL
+91.4%
+102.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.0% | +13.6% | +16.5% |
| 7D | +11.6% | +14.2% | -2.6% | +11.2% |
| 30D | +0.1% | +65.9% | -65.7% | -1.3% |
| 3M | -0.8% | +84.6% | -85.4% | -2.5% |
| 6M | -13.0% | +446.9% | -460.0% | -17.7% |
| YTD | +53.9% | +129.0% | -75.1% | +46.6% |
| 1Y | +45.8% | +167.9% | -122.0% | +38.2% |
| 3Y | +194.3% | +93.9% | +100.4% | +159.8% |
| All | +194.3% | +91.4% | +102.9% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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