+14,101.9%
MPWR vs UPS
+163.9%
+13,937.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +6.9% |
| 7D | -1.7% | 0.0% | -1.8% | -2.0% |
| 30D | -16.5% | +17.3% | -33.9% | -25.6% |
| 3M | -12.3% | +6.6% | -18.9% | -17.1% |
| 6M | -27.7% | +12.0% | -39.7% | -34.8% |
| YTD | +32.0% | +14.4% | +17.6% | +16.3% |
| 1Y | +25.1% | +23.3% | +1.8% | +4.1% |
| 3Y | +146.5% | -9.6% | +156.1% | +142.3% |
| 5Y | +126.0% | -34.1% | +160.2% | +180.9% |
| 10Y | +1,582.7% | +49.5% | +1,533.2% | +944.5% |
| All | +14,101.9% | +163.9% | +13,937.9% | +5,338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling