+1,650.0%
MPWR vs UL
+65.6%
+1,584.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -13.1% | +0.9% | -14.0% | -13.6% |
| 3M | -21.7% | +14.2% | -36.0% | -27.6% |
| 6M | +19.5% | -3.2% | +22.7% | +19.2% |
| YTD | +34.9% | -0.3% | +35.2% | +32.3% |
| 1Y | +42.0% | -8.8% | +50.7% | +44.9% |
| 3Y | +148.8% | +23.9% | +124.9% | +109.0% |
| 5Y | +156.8% | +21.4% | +135.5% | +114.1% |
| 10Y | +1,650.0% | +66.7% | +1,583.3% | +1,220.5% |
| All | +1,650.0% | +65.6% | +1,584.4% | +1,220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling