+55.9%
MPWR vs UMC
+122.3%
-66.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.9% | +2.0% | +6.3% |
| 7D | +17.3% | +0.1% | +17.1% | +17.1% |
| 30D | +12.1% | -28.7% | +40.8% | +24.7% |
| 3M | +5.6% | -15.1% | +20.7% | +10.7% |
| 6M | -10.7% | +5.0% | -15.7% | -9.6% |
| YTD | +64.0% | +108.2% | -44.2% | +41.8% |
| 1Y | +55.9% | +121.7% | -65.8% | +28.9% |
| All | +55.9% | +122.3% | -66.4% | +28.9% |
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