+156.8%
MPWR vs UPS
-34.9%
+191.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.6% |
| 7D | -0.6% | -2.1% | +1.5% | +0.7% |
| 30D | -13.1% | -2.3% | -10.7% | -11.9% |
| 3M | -21.7% | -5.2% | -16.5% | -19.9% |
| 6M | +19.5% | +1.4% | +18.1% | +16.5% |
| YTD | +34.9% | +6.1% | +28.8% | +26.9% |
| 1Y | +42.0% | +27.0% | +15.0% | +17.3% |
| 3Y | +148.8% | -25.9% | +174.7% | +181.3% |
| 5Y | +156.8% | -34.6% | +191.4% | +219.3% |
| All | +156.8% | -34.9% | +191.7% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling