+16,459.4%
MPWR vs RMBS
+277.1%
+16,182.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +8.3% | +8.3% | +13.7% |
| 7D | +11.6% | -3.9% | +15.5% | +13.5% |
| 30D | +0.1% | -24.9% | +25.0% | +10.7% |
| 3M | -0.8% | -20.5% | +19.7% | +7.5% |
| 6M | -13.0% | -37.5% | +24.5% | +2.1% |
| YTD | +53.9% | -12.1% | +66.0% | +56.8% |
| 1Y | +45.8% | -25.0% | +70.8% | +56.0% |
| 3Y | +194.3% | +36.1% | +158.1% | +155.2% |
| 5Y | +160.1% | +236.1% | -76.0% | +79.1% |
| 10Y | +1,786.5% | +541.3% | +1,245.2% | +1,021.0% |
| All | +16,459.4% | +277.1% | +16,182.2% | +7,886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling