+41.7%
MPWR vs RNG
+122.1%
-80.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.3% |
| 7D | -1.3% | -4.1% | +2.8% | -1.6% |
| 30D | -12.8% | +8.6% | -21.5% | -12.1% |
| 3M | -21.3% | +78.0% | -99.3% | -17.4% |
| 6M | +13.7% | +67.0% | -53.3% | +19.3% |
| YTD | +33.3% | +142.4% | -109.1% | +35.6% |
| All | +41.7% | +122.1% | -80.4% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling