+571.0%
MPWR vs RVMD
+644.5%
-73.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.6% | +1.0% | -3.6% | -2.8% |
| 30D | -9.0% | +6.4% | -15.5% | -10.4% |
| 3M | -25.8% | +34.9% | -60.7% | -30.7% |
| 6M | +11.8% | +107.6% | -95.8% | -7.5% |
| YTD | +35.5% | +163.7% | -128.2% | +3.7% |
| 1Y | +45.3% | +439.2% | -393.9% | -8.0% |
| 3Y | +138.5% | +499.2% | -360.7% | +38.9% |
| 5Y | +152.8% | +621.7% | -469.0% | +26.9% |
| All | +571.0% | +644.5% | -73.5% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling