+85.9%
MPWR vs UMAC
+214.8%
-128.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -1.7% |
| 7D | +2.2% | -13.9% | +16.1% | +3.2% |
| 30D | -2.1% | -39.6% | +37.5% | +0.9% |
| 3M | -1.6% | -53.6% | +52.1% | +2.6% |
| 6M | -14.9% | -6.2% | -8.8% | -15.6% |
| YTD | +50.5% | -1.2% | +51.7% | +47.4% |
| 1Y | +40.0% | +9.7% | +30.3% | +35.9% |
| All | +85.9% | +214.8% | -128.9% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling