+1,679.2%
MPWR vs RMBS
+557.5%
+1,121.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -1.3% | +3.5% | -4.7% | -3.5% |
| 30D | -12.8% | -8.6% | -4.2% | -7.6% |
| 3M | -21.3% | -40.3% | +19.0% | +8.9% |
| 6M | +13.7% | -1.0% | +14.7% | +5.4% |
| YTD | +33.3% | -4.6% | +37.9% | +20.8% |
| 1Y | +41.3% | +17.6% | +23.7% | +4.4% |
| 3Y | +145.8% | +58.6% | +87.2% | +28.5% |
| 5Y | +155.6% | +270.9% | -115.3% | -32.5% |
| 10Y | +1,679.2% | +569.1% | +1,110.1% | +185.7% |
| All | +1,679.2% | +557.5% | +1,121.7% | +185.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling