+1,921.6%
MPWR vs RL
+347.1%
+1,574.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.3% | +9.6% |
| 7D | +17.3% | -4.4% | +21.6% | +20.3% |
| 30D | +12.1% | +5.6% | +6.5% | +9.2% |
| 3M | +5.6% | -0.6% | +6.3% | +5.8% |
| 6M | -10.7% | +15.5% | -26.2% | -17.7% |
| YTD | +64.0% | +12.3% | +51.6% | +52.8% |
| 1Y | +55.9% | +19.3% | +36.6% | +40.7% |
| 3Y | +199.5% | +255.5% | -56.1% | +67.2% |
| 5Y | +176.6% | +247.1% | -70.5% | +54.0% |
| 10Y | +1,921.6% | +346.0% | +1,575.6% | +946.7% |
| All | +1,921.6% | +347.1% | +1,574.5% | +946.7% |
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