+1,632.7%
MPWR vs RL
+313.2%
+1,319.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -9.0% | -7.8% | -1.3% | -5.6% |
| 3M | -25.8% | -4.0% | -21.8% | -24.7% |
| 6M | +11.8% | -1.9% | +13.6% | +11.7% |
| YTD | +35.5% | -0.2% | +35.7% | +33.8% |
| 1Y | +45.3% | +10.7% | +34.6% | +36.2% |
| 3Y | +138.5% | +210.8% | -72.3% | +42.1% |
| 5Y | +152.8% | +238.2% | -85.5% | +44.6% |
| All | +1,632.7% | +313.2% | +1,319.5% | +837.1% |
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