+167.3%
MPWR vs RVMD
+443.1%
-275.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | +27.9% | -0.7% | +28.7% | +28.1% |
| 30D | +9.7% | -6.4% | +16.1% | +11.3% |
| 3M | +1.7% | -14.1% | +15.8% | +5.0% |
| 6M | -9.2% | +21.0% | -30.3% | -13.6% |
| YTD | +60.5% | +121.4% | -60.9% | +25.9% |
| 1Y | +52.0% | +167.9% | -115.8% | +12.9% |
| 3Y | +193.1% | +794.7% | -601.6% | +50.7% |
| 5Y | +167.3% | +437.2% | -269.9% | +31.6% |
| All | +167.3% | +443.1% | -275.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling