+6,344.6%
MPWR vs ULTA
+1,628.6%
+4,716.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | -2.6% | +9.0% | -11.6% | -5.1% |
| 30D | -9.0% | +4.6% | -13.6% | -10.5% |
| 3M | -25.8% | +22.0% | -47.8% | -30.7% |
| 6M | +11.8% | -14.7% | +26.5% | +15.8% |
| YTD | +35.5% | -6.8% | +42.3% | +36.4% |
| 1Y | +45.3% | +6.5% | +38.8% | +39.7% |
| 3Y | +138.5% | +35.6% | +102.8% | +108.9% |
| 5Y | +152.8% | +47.6% | +105.1% | +116.5% |
| 10Y | +1,616.6% | +128.9% | +1,487.7% | +1,103.6% |
| All | +6,344.6% | +1,628.6% | +4,716.1% | +1,742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling