+180.2%
MPWR vs UEC
+18.1%
+162.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.3% |
| 7D | +16.8% | -3.8% | +20.6% | +18.4% |
| 30D | +11.9% | -13.5% | +25.4% | +16.9% |
| 3M | +2.2% | -40.5% | +42.7% | +17.3% |
| 6M | -15.5% | -56.7% | +41.2% | +4.1% |
| YTD | +54.2% | -43.0% | +97.2% | +73.5% |
| 1Y | +51.5% | -42.5% | +94.0% | +68.5% |
| 3Y | +180.2% | +11.6% | +168.7% | +135.1% |
| All | +180.2% | +18.1% | +162.1% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling