+1,786.5%
MPWR vs RL
+397.7%
+1,388.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +5.8% | +10.8% | +13.7% |
| 7D | +11.6% | +0.2% | +11.3% | +11.7% |
| 30D | +0.1% | +7.3% | -7.2% | -3.1% |
| 3M | -0.8% | +1.0% | -1.9% | -1.5% |
| 6M | -13.0% | +11.8% | -24.8% | -18.6% |
| YTD | +53.9% | +13.6% | +40.3% | +42.7% |
| 1Y | +45.8% | +24.0% | +21.8% | +29.2% |
| 3Y | +194.3% | +256.6% | -62.3% | +64.3% |
| 5Y | +160.1% | +240.2% | -80.1% | +45.8% |
| 10Y | +1,786.5% | +373.0% | +1,413.6% | +850.0% |
| All | +1,786.5% | +397.7% | +1,388.9% | +850.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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