+155.6%
MPWR vs ULTA
+44.0%
+111.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -1.3% | -1.8% | +0.5% | -0.4% |
| 30D | -12.8% | -1.2% | -11.6% | -12.7% |
| 3M | -21.3% | +13.4% | -34.7% | -26.9% |
| 6M | +13.7% | -15.6% | +29.4% | +21.4% |
| YTD | +33.3% | -10.4% | +43.7% | +37.3% |
| 1Y | +41.3% | +5.5% | +35.8% | +31.7% |
| 3Y | +145.8% | +31.0% | +114.8% | +86.6% |
| 5Y | +155.6% | +41.8% | +113.8% | +70.9% |
| All | +155.6% | +44.0% | +111.6% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling