+175.0%
MPWR vs UMC
+129.7%
+45.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | +2.2% | -8.3% | +10.5% | +7.1% |
| 30D | -2.1% | -34.5% | +32.4% | +22.6% |
| 3M | -1.6% | -20.0% | +18.4% | +9.0% |
| 6M | -14.9% | -0.7% | -14.2% | -21.6% |
| YTD | +50.5% | +94.7% | -44.2% | -22.9% |
| 1Y | +40.0% | +106.0% | -66.0% | -32.3% |
| 3Y | +175.0% | +124.3% | +50.7% | +23.6% |
| All | +175.0% | +129.7% | +45.3% | +23.6% |
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