+147.3%
MPWR vs RMBS
+53.3%
+94.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | -2.6% | -0.3% | -2.2% | -2.4% |
| 30D | -9.0% | -12.2% | +3.1% | -2.3% |
| 3M | -25.8% | -49.5% | +23.7% | +7.4% |
| 6M | +11.8% | -7.1% | +18.9% | +10.3% |
| YTD | +35.5% | -7.0% | +42.5% | +28.4% |
| 1Y | +45.3% | +13.3% | +32.0% | +16.5% |
| All | +147.3% | +53.3% | +94.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling