+40.0%
MPWR vs RL
+22.6%
+17.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | -2.1% | +7.6% | -9.7% | -5.1% |
| 3M | -1.6% | -1.5% | 0.0% | -0.9% |
| 6M | -14.9% | +12.1% | -27.0% | -19.0% |
| YTD | +50.5% | +13.9% | +36.6% | +40.4% |
| 1Y | +40.0% | +20.7% | +19.3% | +27.9% |
| All | +40.0% | +22.6% | +17.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling