+1,607.5%
MPWR vs UPS
+37.5%
+1,570.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.9% |
| 7D | -2.3% | -3.4% | +1.1% | -0.1% |
| 30D | -15.4% | -2.7% | -12.7% | -14.0% |
| 3M | -19.4% | -1.6% | -17.7% | -19.4% |
| 6M | +12.7% | +2.3% | +10.4% | +9.5% |
| YTD | +31.3% | +5.6% | +25.8% | +24.1% |
| 1Y | +39.7% | +27.1% | +12.6% | +15.5% |
| 3Y | +142.2% | -26.3% | +168.5% | +176.1% |
| 5Y | +149.0% | -34.5% | +183.5% | +208.3% |
| All | +1,607.5% | +37.5% | +1,570.0% | +1,002.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling