+1,701.0%
MPWR vs RNG
+217.7%
+1,483.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | +0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -13.1% | +11.4% | -24.5% | -16.5% |
| 3M | -21.7% | +72.1% | -93.8% | -36.9% |
| 6M | +19.5% | +67.9% | -48.4% | -5.7% |
| YTD | +34.9% | +144.3% | -109.4% | -11.2% |
| 1Y | +42.0% | +117.5% | -75.6% | -3.0% |
| 3Y | +148.8% | +123.9% | +24.9% | +59.0% |
| 5Y | +156.8% | -70.1% | +226.9% | +206.0% |
| All | +1,701.0% | +217.7% | +1,483.3% | +771.7% |
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