+17,540.7%
MPWR vs UMC
+635.2%
+16,905.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.9% | +2.0% | +6.1% |
| 7D | +17.3% | +0.1% | +17.1% | +17.5% |
| 30D | +12.1% | -28.7% | +40.8% | +28.6% |
| 3M | +5.6% | -15.1% | +20.7% | +12.1% |
| 6M | -10.7% | +5.0% | -15.7% | -15.0% |
| YTD | +64.0% | +108.2% | -44.2% | +14.6% |
| 1Y | +55.9% | +121.7% | -65.8% | +6.2% |
| 3Y | +199.5% | +139.8% | +59.7% | +101.9% |
| 5Y | +176.6% | +85.1% | +91.5% | +109.1% |
| 10Y | +1,921.6% | +1,341.4% | +580.2% | +627.6% |
| All | +17,540.7% | +635.2% | +16,905.5% | +6,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling