+155.6%
MPWR vs UMC
+145.1%
+10.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -4.0% |
| 7D | -1.3% | +13.6% | -14.9% | -10.0% |
| 30D | -12.8% | +20.8% | -33.6% | -24.2% |
| 3M | -21.3% | +16.1% | -37.4% | -33.1% |
| 6M | +13.7% | +137.3% | -123.6% | -48.1% |
| YTD | +33.3% | +193.8% | -160.5% | -53.7% |
| 1Y | +41.3% | +236.1% | -194.8% | -57.1% |
| 3Y | +145.8% | +267.1% | -121.3% | -31.3% |
| 5Y | +155.6% | +145.3% | +10.4% | -2.5% |
| All | +155.6% | +145.1% | +10.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling