+102.5%
MPWR vs UMAC
+216.2%
-113.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.9% |
| 7D | +17.3% | -2.9% | +20.2% | +17.5% |
| 30D | +12.1% | -35.6% | +47.7% | +15.1% |
| 3M | +5.6% | -51.3% | +56.9% | +9.8% |
| 6M | -10.7% | -17.5% | +6.8% | -10.8% |
| YTD | +64.0% | -0.7% | +64.7% | +60.5% |
| 1Y | +55.9% | +16.5% | +39.4% | +51.0% |
| All | +102.5% | +216.2% | -113.8% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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