+148.8%
MPWR vs UMC
+252.5%
-103.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -3.2% |
| 7D | -0.6% | +6.6% | -7.2% | -4.2% |
| 30D | -13.1% | +16.6% | -29.6% | -20.6% |
| 3M | -21.7% | +11.0% | -32.8% | -28.8% |
| 6M | +19.5% | +131.3% | -111.8% | -35.4% |
| YTD | +34.9% | +182.5% | -147.6% | -43.3% |
| 1Y | +42.0% | +222.3% | -180.3% | -47.8% |
| 3Y | +148.8% | +253.0% | -104.2% | -15.3% |
| All | +148.8% | +252.5% | -103.7% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling