+162.0%
MPWR vs RL
+245.5%
-83.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | +2.2% | +1.3% | +0.9% | +1.5% |
| 30D | -2.1% | +7.6% | -9.7% | -7.1% |
| 3M | -1.6% | -1.5% | 0.0% | -0.8% |
| 6M | -14.9% | +12.1% | -27.0% | -23.6% |
| YTD | +50.5% | +13.9% | +36.6% | +32.5% |
| 1Y | +40.0% | +20.7% | +19.3% | +17.2% |
| 3Y | +175.0% | +260.6% | -85.6% | -2.0% |
| 5Y | +162.0% | +248.9% | -86.9% | -12.0% |
| All | +162.0% | +245.5% | -83.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling