+14,479.0%
MPWR vs RSG
+1,560.7%
+12,918.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | -2.6% | +0.3% | -2.8% | -2.8% |
| 30D | -9.0% | +7.6% | -16.6% | -12.9% |
| 3M | -25.8% | +7.4% | -33.3% | -30.1% |
| 6M | +11.8% | -3.3% | +15.0% | +11.0% |
| YTD | +35.5% | +6.0% | +29.5% | +27.0% |
| 1Y | +45.3% | -3.7% | +49.0% | +43.2% |
| 3Y | +138.5% | +59.1% | +79.4% | +67.6% |
| 5Y | +152.8% | +89.0% | +63.7% | +57.3% |
| 10Y | +1,616.6% | +412.5% | +1,204.1% | +480.6% |
| All | +14,479.0% | +1,560.7% | +12,918.3% | +2,291.1% |
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