-15.5%
MPWR vs ULTA
+32.3%
-47.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -3.9% |
| 7D | +16.8% | +2.5% | +14.3% | +16.9% |
| 30D | +11.9% | +11.5% | +0.3% | +12.8% |
| 3M | +2.2% | +28.1% | -25.9% | +4.0% |
| 6M | -15.5% | +34.2% | -49.7% | -13.9% |
| All | -15.5% | +32.3% | -47.8% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling