+156.8%
MPWR vs RVMD
+570.7%
-413.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | -13.1% | +1.1% | -14.1% | -13.3% |
| 3M | -21.7% | +39.6% | -61.3% | -27.7% |
| 6M | +19.5% | +110.7% | -91.2% | -2.2% |
| YTD | +34.9% | +160.3% | -125.4% | +2.1% |
| 1Y | +42.0% | +404.9% | -363.0% | -11.6% |
| 3Y | +148.8% | +545.5% | -396.6% | +35.7% |
| 5Y | +156.8% | +584.7% | -427.9% | +16.6% |
| All | +156.8% | +570.7% | -413.9% | +16.6% |
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