+146.5%
MPWR vs UL
+35.9%
+110.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +4.7% |
| 7D | -1.7% | +1.1% | -2.9% | -1.5% |
| 30D | -16.5% | +8.2% | -24.7% | -15.5% |
| 3M | -12.3% | +4.5% | -16.8% | -11.4% |
| 6M | -27.7% | +12.6% | -40.3% | -26.9% |
| YTD | +32.0% | +3.5% | +28.5% | +34.5% |
| 1Y | +25.1% | -0.4% | +25.5% | +28.3% |
| 3Y | +146.5% | +36.0% | +110.5% | +132.7% |
| All | +146.5% | +35.9% | +110.6% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling