+68.8%
MPWR vs UMAC
+473.8%
-405.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.5% | +4.2% |
| 7D | +0.9% | -3.4% | +4.3% | +1.0% |
| 30D | -13.4% | -15.1% | +1.7% | -12.8% |
| 3M | -22.2% | -10.8% | -11.5% | -22.4% |
| 6M | +15.7% | +15.7% | 0.0% | +12.2% |
| YTD | +36.7% | +80.1% | -43.5% | +29.2% |
| 1Y | +47.9% | +116.7% | -68.8% | +38.0% |
| All | +68.8% | +473.8% | -405.0% | +58.8% |
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