+180.2%
MPWR vs RIG
-16.1%
+196.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.1% | -8.1% | -4.9% |
| 7D | +16.8% | +5.7% | +11.1% | +15.1% |
| 30D | +11.9% | -0.7% | +12.6% | +11.3% |
| 3M | +2.2% | -3.1% | +5.4% | +1.9% |
| 6M | -15.5% | -16.3% | +0.8% | -13.2% |
| YTD | +54.2% | +34.1% | +20.0% | +35.4% |
| 1Y | +51.5% | +38.2% | +13.3% | +31.4% |
| 3Y | +180.2% | -15.3% | +195.5% | +144.1% |
| All | +180.2% | -16.1% | +196.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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