+136.7%
MPWR vs RL
+212.5%
-75.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.6% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | -9.0% | -7.8% | -1.3% | -4.1% |
| 3M | -25.8% | -4.0% | -21.8% | -24.4% |
| 6M | +11.8% | -1.9% | +13.6% | +10.9% |
| YTD | +35.5% | -0.2% | +35.7% | +31.5% |
| 1Y | +45.3% | +10.7% | +34.6% | +29.1% |
| All | +136.7% | +212.5% | -75.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling