+1,201.4%
MPWR vs USHY
+48.0%
+1,153.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.6% |
| 7D | +16.8% | -0.4% | +17.2% | +18.6% |
| 30D | +11.9% | +0.6% | +11.3% | +10.1% |
| 3M | +2.2% | -2.0% | +4.2% | +9.3% |
| 6M | -15.5% | -0.5% | -15.0% | -13.3% |
| YTD | +54.2% | +0.6% | +53.6% | +54.0% |
| 1Y | +51.5% | +2.1% | +49.3% | +44.7% |
| 3Y | +180.2% | +25.3% | +154.9% | +56.3% |
| 5Y | +156.8% | +19.7% | +137.0% | +73.3% |
| All | +1,201.4% | +48.0% | +1,153.4% | +473.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling