+1,701.0%
MPWR vs RMBS
+551.8%
+1,149.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.5% |
| 7D | -0.6% | +3.0% | -3.6% | -2.5% |
| 30D | -13.1% | -14.4% | +1.4% | -3.9% |
| 3M | -21.7% | -42.8% | +21.1% | +11.5% |
| 6M | +19.5% | -1.4% | +20.9% | +11.1% |
| YTD | +34.9% | -5.4% | +40.4% | +23.0% |
| 1Y | +42.0% | +18.6% | +23.4% | +4.1% |
| 3Y | +148.8% | +57.3% | +91.5% | +30.9% |
| 5Y | +156.8% | +265.7% | -108.9% | -31.5% |
| All | +1,701.0% | +551.8% | +1,149.2% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling