+14,479.0%
MPWR vs RMBS
+299.2%
+14,179.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -2.6% | -0.3% | -2.2% | -2.4% |
| 30D | -9.0% | -12.2% | +3.1% | -4.9% |
| 3M | -25.8% | -49.5% | +23.7% | -6.6% |
| 6M | +11.8% | -7.1% | +18.9% | +13.0% |
| YTD | +35.5% | -7.0% | +42.5% | +35.0% |
| 1Y | +45.3% | +13.3% | +32.0% | +34.0% |
| 3Y | +138.5% | +49.2% | +89.2% | +99.9% |
| 5Y | +152.8% | +250.0% | -97.2% | +71.0% |
| 10Y | +1,616.6% | +495.1% | +1,121.5% | +922.9% |
| All | +14,479.0% | +299.2% | +14,179.9% | +6,780.5% |
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