+1,788.2%
MPWR vs RL
+337.1%
+1,451.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.4% |
| 7D | +16.8% | +2.6% | +14.2% | +15.6% |
| 30D | +11.9% | +2.9% | +8.9% | +10.4% |
| 3M | +2.2% | 0.0% | +2.2% | +2.0% |
| 6M | -15.5% | +17.1% | -32.6% | -22.6% |
| YTD | +54.2% | +10.1% | +44.1% | +45.1% |
| 1Y | +51.5% | +17.3% | +34.1% | +37.8% |
| 3Y | +180.2% | +249.3% | -69.1% | +57.8% |
| 5Y | +156.8% | +240.9% | -84.1% | +44.3% |
| All | +1,788.2% | +337.1% | +1,451.2% | +904.4% |
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