+125.2%
MPWR vs RL
+226.8%
-101.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +6.2% |
| 7D | -1.7% | -4.2% | +2.4% | +1.2% |
| 30D | -16.5% | +4.3% | -20.8% | -19.4% |
| 3M | -12.3% | -4.6% | -7.7% | -10.0% |
| 6M | -27.7% | +1.7% | -29.5% | -30.5% |
| YTD | +32.0% | +7.3% | +24.7% | +20.8% |
| 1Y | +25.1% | +20.8% | +4.3% | +3.8% |
| 3Y | +146.5% | +247.0% | -100.5% | -10.3% |
| All | +125.2% | +226.8% | -101.6% | -21.1% |
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