+1,008.4%
MPWR vs USHY
+49.7%
+958.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | +0.1% |
| 7D | -2.3% | -0.7% | -1.5% | 0.0% |
| 30D | -15.4% | -0.5% | -14.9% | -13.9% |
| 3M | -19.4% | +0.5% | -19.9% | -20.4% |
| 6M | +12.7% | +1.5% | +11.2% | +8.8% |
| YTD | +31.3% | +1.7% | +29.6% | +26.2% |
| 1Y | +39.7% | +3.5% | +36.1% | +27.8% |
| 3Y | +142.2% | +27.2% | +115.0% | +29.4% |
| 5Y | +149.0% | +21.0% | +128.0% | +62.2% |
| All | +1,008.4% | +49.7% | +958.7% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling