+141.5%
MPWR vs USAR
-13.4%
+154.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +6.5% | +10.1% | +16.0% |
| 7D | +11.6% | -1.1% | +12.7% | +11.7% |
| 30D | +0.1% | -30.3% | +30.4% | +2.9% |
| 3M | -0.8% | -54.7% | +53.9% | +5.1% |
| 6M | -13.0% | -67.5% | +54.5% | -6.4% |
| YTD | +53.9% | -26.4% | +80.3% | +59.7% |
| 1Y | +45.8% | -49.5% | +95.4% | +52.4% |
| 3Y | +194.3% | -14.5% | +208.7% | +207.5% |
| All | +141.5% | -13.4% | +154.9% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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