+1,679.2%
MPWR vs UMC
+1,867.9%
-188.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -3.3% |
| 7D | -1.3% | +13.6% | -14.9% | -8.0% |
| 30D | -12.8% | +20.8% | -33.6% | -21.7% |
| 3M | -21.3% | +16.1% | -37.4% | -29.7% |
| 6M | +13.7% | +137.3% | -123.6% | -33.7% |
| YTD | +33.3% | +193.8% | -160.5% | -34.0% |
| 1Y | +41.3% | +236.1% | -194.8% | -35.5% |
| 3Y | +145.8% | +267.1% | -121.3% | +9.5% |
| 5Y | +155.6% | +145.3% | +10.4% | +36.8% |
| 10Y | +1,679.2% | +1,857.3% | -178.1% | +301.2% |
| All | +1,679.2% | +1,867.9% | -188.7% | +301.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling