+155.2%
MPWR vs RGEN
-42.4%
+197.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.6% | -4.9% | +2.3% | -0.5% |
| 30D | -9.0% | +5.7% | -14.7% | -11.4% |
| 3M | -25.8% | +32.4% | -58.3% | -35.7% |
| 6M | +11.8% | +33.2% | -21.4% | -5.1% |
| YTD | +35.5% | +2.3% | +33.2% | +30.0% |
| 1Y | +45.3% | +39.0% | +6.3% | +19.2% |
| 3Y | +138.5% | -4.6% | +143.1% | +116.7% |
| All | +155.2% | -42.4% | +197.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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