+1,788.2%
MPWR vs RNG
+234.5%
+1,553.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | +16.8% | +4.6% | +12.2% | +15.3% |
| 30D | +11.9% | +0.4% | +11.4% | +11.6% |
| 3M | +2.2% | +11.4% | -9.2% | -2.0% |
| 6M | -15.5% | +95.7% | -111.2% | -35.6% |
| YTD | +54.2% | +162.9% | -108.7% | -1.3% |
| 1Y | +51.5% | +180.3% | -128.8% | -5.6% |
| 3Y | +180.2% | +188.3% | -8.1% | +63.0% |
| 5Y | +156.8% | -72.5% | +229.3% | +222.1% |
| All | +1,788.2% | +234.5% | +1,553.8% | +789.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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