+66.6%
MPWR vs UMAC
+549.5%
-482.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.8% | -1.0% |
| 7D | -0.6% | +14.7% | -15.3% | -1.4% |
| 30D | -13.1% | -0.5% | -12.6% | -13.3% |
| 3M | -21.7% | +0.5% | -22.2% | -22.5% |
| 6M | +19.5% | +57.9% | -38.4% | +14.1% |
| YTD | +34.9% | +103.9% | -69.0% | +26.6% |
| 1Y | +42.0% | +159.3% | -117.3% | +31.2% |
| All | +66.6% | +549.5% | -482.9% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling