+1,865.4%
MPWR vs RIO
+356.2%
+1,509.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.8% |
| 7D | +27.9% | +0.1% | +27.8% | +28.2% |
| 30D | +9.7% | -10.5% | +20.2% | +18.1% |
| 3M | +1.7% | -15.9% | +17.6% | +13.9% |
| 6M | -9.2% | -22.3% | +13.0% | +7.0% |
| YTD | +60.5% | +9.3% | +51.2% | +52.5% |
| 1Y | +52.0% | +23.0% | +29.0% | +34.1% |
| 3Y | +193.1% | +52.1% | +141.1% | +128.9% |
| 5Y | +167.3% | +88.9% | +78.4% | +77.9% |
| All | +1,865.4% | +356.2% | +1,509.2% | +732.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling