+1,788.2%
MPWR vs ULTA
+174.9%
+1,613.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.5% |
| 7D | +16.8% | +2.5% | +14.3% | +15.8% |
| 30D | +11.9% | +11.5% | +0.3% | +6.9% |
| 3M | +2.2% | +28.1% | -25.9% | -8.0% |
| 6M | -15.5% | +34.2% | -49.7% | -25.9% |
| YTD | +54.2% | +9.2% | +45.0% | +45.5% |
| 1Y | +51.5% | +23.7% | +27.7% | +35.0% |
| 3Y | +180.2% | +69.2% | +111.0% | +111.6% |
| 5Y | +156.8% | +66.6% | +90.1% | +94.9% |
| All | +1,788.2% | +174.9% | +1,613.4% | +915.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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