+141.9%
MPWR vs USAR
-19.4%
+161.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.0% |
| 7D | +16.8% | -0.8% | +17.6% | +17.0% |
| 30D | +11.9% | -20.9% | +32.8% | +13.9% |
| 3M | +2.2% | -56.2% | +58.4% | +8.6% |
| 6M | -15.5% | -67.9% | +52.4% | -8.8% |
| YTD | +54.2% | -31.4% | +85.6% | +60.9% |
| 1Y | +51.5% | -45.1% | +96.5% | +58.7% |
| 3Y | +180.2% | -20.3% | +200.5% | +194.6% |
| All | +141.9% | -19.4% | +161.3% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling