+14,101.9%
MPWR vs UNP
+2,759.7%
+11,342.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +6.9% |
| 7D | -1.7% | -4.6% | +2.8% | +1.2% |
| 30D | -16.5% | +5.6% | -22.2% | -19.8% |
| 3M | -12.3% | -1.3% | -11.0% | -12.2% |
| 6M | -27.7% | +9.2% | -37.0% | -33.3% |
| YTD | +32.0% | +27.3% | +4.7% | +9.8% |
| 1Y | +25.1% | +35.9% | -10.8% | -0.5% |
| 3Y | +146.5% | +45.5% | +101.0% | +87.2% |
| 5Y | +126.0% | +36.0% | +90.1% | +76.5% |
| 10Y | +1,582.7% | +307.2% | +1,275.5% | +548.4% |
| All | +14,101.9% | +2,759.7% | +11,342.2% | +1,872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling