+152.4%
MPWR vs RNG
+162.8%
-10.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.6% |
| 7D | -1.7% | -11.3% | +9.6% | 0.0% |
| 30D | -16.5% | -5.7% | -10.8% | -15.8% |
| 3M | -12.3% | +16.8% | -29.1% | -14.5% |
| 6M | -27.7% | +58.5% | -86.2% | -33.8% |
| YTD | +32.0% | +151.3% | -119.3% | +1.9% |
| 1Y | +25.1% | +169.0% | -143.9% | -6.0% |
| All | +152.4% | +162.8% | -10.4% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling