+90.4%
MPWR vs UMAC
+182.0%
-91.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.7% | -3.6% |
| 7D | +16.8% | -5.2% | +22.0% | +17.3% |
| 30D | +11.9% | -36.4% | +48.2% | +15.0% |
| 3M | +2.2% | -58.6% | +60.8% | +7.3% |
| 6M | -15.5% | -24.6% | +9.2% | -15.0% |
| YTD | +54.2% | -11.5% | +65.6% | +52.1% |
| 1Y | +51.5% | +16.9% | +34.6% | +47.1% |
| All | +90.4% | +182.0% | -91.6% | +87.0% |
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