+5,442.7%
MPWR vs RNG
+338.4%
+5,104.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +8.2% |
| 7D | +17.3% | -3.5% | +20.8% | +18.7% |
| 30D | +12.1% | -3.8% | +15.9% | +13.4% |
| 3M | +5.6% | +18.6% | -12.9% | -0.6% |
| 6M | -10.7% | +69.2% | -79.9% | -27.9% |
| YTD | +64.0% | +161.9% | -97.9% | +7.7% |
| 1Y | +55.9% | +176.2% | -120.3% | +0.4% |
| 3Y | +199.5% | +174.5% | +25.0% | +83.5% |
| 5Y | +176.6% | -71.9% | +248.5% | +229.8% |
| 10Y | +1,921.6% | +235.4% | +1,686.2% | +1,007.0% |
| All | +5,442.7% | +338.4% | +5,104.3% | +2,597.5% |
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 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