+180.2%
MPWR vs UNP
+53.1%
+127.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | +16.8% | +4.2% | +12.6% | +14.4% |
| 30D | +11.9% | +5.6% | +6.3% | +8.5% |
| 3M | +2.2% | +2.0% | +0.2% | +0.8% |
| 6M | -15.5% | +15.4% | -30.9% | -24.2% |
| YTD | +54.2% | +32.7% | +21.5% | +23.8% |
| 1Y | +51.5% | +39.4% | +12.0% | +16.7% |
| 3Y | +180.2% | +54.3% | +125.9% | +92.2% |
| All | +180.2% | +53.1% | +127.2% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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