+17,540.7%
MPWR vs RMBS
+298.7%
+17,242.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.7% | +3.2% | +6.9% |
| 7D | +17.3% | +3.0% | +14.3% | +16.4% |
| 30D | +12.1% | -15.5% | +27.6% | +19.1% |
| 3M | +5.6% | -11.5% | +17.1% | +10.5% |
| 6M | -10.7% | -36.5% | +25.8% | +4.3% |
| YTD | +64.0% | -7.1% | +71.1% | +63.9% |
| 1Y | +55.9% | -18.7% | +74.6% | +62.4% |
| 3Y | +199.5% | +36.2% | +163.3% | +159.2% |
| 5Y | +176.6% | +252.0% | -75.4% | +87.4% |
| 10Y | +1,921.6% | +561.2% | +1,360.4% | +1,085.0% |
| All | +17,540.7% | +298.7% | +17,242.0% | +8,252.8% |
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