+32.5%
MPWR vs RMBS
-18.2%
+50.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.0% | +0.9% | -2.1% |
| 7D | +4.1% | -8.9% | +13.0% | +8.9% |
| 30D | -14.8% | -24.8% | +10.1% | -2.0% |
| 3M | -5.4% | -17.6% | +12.2% | +3.6% |
| 6M | -19.6% | -25.7% | +6.0% | -6.4% |
| YTD | +39.8% | -9.8% | +49.6% | +40.1% |
| 1Y | +32.5% | -17.4% | +49.9% | +37.0% |
| All | +32.5% | -18.2% | +50.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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