+14,101.9%
MPWR vs RGEN
+6,867.5%
+7,234.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +4.5% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | -16.5% | +3.7% | -20.3% | -17.3% |
| 3M | -12.3% | +8.8% | -21.1% | -14.4% |
| 6M | -27.7% | +38.0% | -65.7% | -34.3% |
| YTD | +32.0% | +5.9% | +26.1% | +27.6% |
| 1Y | +25.1% | +19.7% | +5.4% | +17.1% |
| 3Y | +146.5% | +20.5% | +126.0% | +124.6% |
| 5Y | +126.0% | -35.0% | +161.0% | +130.9% |
| 10Y | +1,582.7% | +540.9% | +1,041.8% | +1,100.2% |
| All | +14,101.9% | +6,867.5% | +7,234.4% | +7,426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling