+14,479.0%
MPWR vs RL
+1,055.8%
+13,423.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -9.0% | -7.8% | -1.3% | -5.8% |
| 3M | -25.8% | -4.0% | -21.8% | -24.8% |
| 6M | +11.8% | -1.9% | +13.6% | +11.8% |
| YTD | +35.5% | -0.2% | +35.7% | +34.0% |
| 1Y | +45.3% | +10.7% | +34.6% | +36.9% |
| 3Y | +138.5% | +210.8% | -72.3% | +44.4% |
| 5Y | +152.8% | +238.2% | -85.5% | +47.2% |
| 10Y | +1,616.6% | +313.4% | +1,303.2% | +717.6% |
| All | +14,479.0% | +1,055.8% | +13,423.2% | +3,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling