+16,489.1%
MPWR vs RSG
+1,792.6%
+14,696.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +16.8% | +2.5% | +14.3% | +15.3% |
| 30D | +11.9% | +12.7% | -0.9% | +3.9% |
| 3M | +2.2% | +17.9% | -15.7% | -7.9% |
| 6M | -15.5% | +25.0% | -40.5% | -27.7% |
| YTD | +54.2% | +20.8% | +33.4% | +33.0% |
| 1Y | +51.5% | +24.3% | +27.2% | +28.1% |
| 3Y | +180.2% | +65.3% | +115.0% | +92.6% |
| 5Y | +156.8% | +99.1% | +57.7% | +55.1% |
| 10Y | +1,801.1% | +452.4% | +1,348.7% | +511.4% |
| All | +16,489.1% | +1,792.6% | +14,696.4% | +2,404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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