+4,480.8%
MPWR vs RNG
+327.7%
+4,153.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.0% |
| 7D | -2.6% | +5.8% | -8.4% | -4.4% |
| 30D | -9.0% | +19.6% | -28.7% | -14.4% |
| 3M | -25.8% | +67.0% | -92.9% | -38.9% |
| 6M | +11.8% | +88.4% | -76.6% | -14.3% |
| YTD | +35.5% | +155.5% | -120.0% | -10.0% |
| 1Y | +45.3% | +141.7% | -96.4% | -2.2% |
| 3Y | +138.5% | +131.1% | +7.4% | +55.2% |
| 5Y | +152.8% | -70.6% | +223.3% | +193.4% |
| 10Y | +1,616.6% | +228.2% | +1,388.4% | +847.6% |
| All | +4,480.8% | +327.7% | +4,153.0% | +2,154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling