+1,022.0%
MPWR vs REPL
+36.1%
+985.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -6.4% | +15.4% | +9.4% |
| 7D | +17.3% | +5.3% | +12.0% | +16.8% |
| 30D | +12.1% | +66.6% | -54.6% | +7.5% |
| 3M | +5.6% | +59.6% | -53.9% | +1.4% |
| 6M | -10.7% | +482.4% | -493.1% | -27.3% |
| YTD | +64.0% | +124.1% | -60.1% | +36.8% |
| 1Y | +55.9% | +138.6% | -82.6% | +29.2% |
| 3Y | +199.5% | +96.0% | +103.4% | +86.9% |
| 5Y | +176.6% | -35.4% | +212.0% | +103.6% |
| All | +1,022.0% | +36.1% | +985.9% | +501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling