+32.5%
MPWR vs UMC
+112.5%
-80.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.4% |
| 7D | +4.1% | -14.7% | +18.8% | +9.5% |
| 30D | -14.8% | -32.9% | +18.1% | -3.1% |
| 3M | -5.4% | -22.2% | +16.8% | +2.0% |
| 6M | -19.6% | +25.9% | -45.5% | -22.3% |
| YTD | +39.8% | +107.9% | -68.1% | +15.8% |
| 1Y | +32.5% | +115.0% | -82.5% | +6.5% |
| All | +32.5% | +112.5% | -80.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling