+16,096.1%
MPWR vs UDR
+331.3%
+15,764.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +2.2% | +2.0% | +0.2% | +1.2% |
| 30D | -2.1% | +7.9% | -10.0% | -5.5% |
| 3M | -1.6% | -1.5% | -0.1% | -1.4% |
| 6M | -14.9% | +0.9% | -15.8% | -16.4% |
| YTD | +50.5% | +4.0% | +46.5% | +45.3% |
| 1Y | +40.0% | +10.4% | +29.6% | +31.5% |
| 3Y | +175.0% | +26.9% | +148.0% | +142.4% |
| 5Y | +162.0% | -19.4% | +181.3% | +179.8% |
| 10Y | +1,791.8% | +57.0% | +1,734.8% | +1,381.9% |
| All | +16,096.1% | +331.3% | +15,764.8% | +7,866.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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