+146.5%
MPWR vs USAR
-19.7%
+166.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +4.3% |
| 7D | -1.7% | -14.5% | +12.8% | -0.5% |
| 30D | -16.5% | -37.8% | +21.3% | -13.5% |
| 3M | -12.3% | -52.8% | +40.5% | -7.3% |
| 6M | -27.7% | -71.2% | +43.5% | -21.7% |
| YTD | +32.0% | -30.9% | +62.9% | +37.6% |
| 1Y | +25.1% | -48.0% | +73.1% | +31.1% |
| 3Y | +146.5% | -19.7% | +166.2% | +152.0% |
| All | +146.5% | -19.7% | +166.2% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling