+146.5%
MPWR vs UEC
+19.3%
+127.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +3.3% |
| 7D | -1.7% | -10.2% | +8.5% | +1.4% |
| 30D | -16.5% | -26.9% | +10.4% | -9.0% |
| 3M | -12.3% | -35.7% | +23.4% | -1.8% |
| 6M | -27.7% | -56.1% | +28.4% | -11.7% |
| YTD | +32.0% | -40.8% | +72.8% | +46.5% |
| 1Y | +25.1% | -43.4% | +68.5% | +39.1% |
| 3Y | +146.5% | +25.4% | +121.1% | +105.2% |
| All | +146.5% | +19.3% | +127.2% | +105.2% |
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