+1,677.2%
MPWR vs ULTA
+132.3%
+1,544.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.3% |
| 7D | +0.9% | -3.1% | +3.9% | +2.1% |
| 30D | -13.4% | +2.8% | -16.2% | -14.6% |
| 3M | -22.2% | +14.8% | -37.0% | -27.0% |
| 6M | +15.7% | -16.2% | +31.9% | +21.9% |
| YTD | +36.7% | -9.6% | +46.3% | +39.5% |
| 1Y | +47.9% | +4.8% | +43.2% | +41.2% |
| 3Y | +159.7% | +30.7% | +129.0% | +119.0% |
| 5Y | +159.1% | +45.9% | +113.3% | +109.0% |
| All | +1,677.2% | +132.3% | +1,544.9% | +1,026.4% |
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