+1,043.7%
MPWR vs USHY
+50.7%
+993.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.6% | -0.1% | -2.5% | -2.2% |
| 30D | -9.0% | +0.1% | -9.1% | -9.3% |
| 3M | -25.8% | +0.8% | -26.7% | -27.4% |
| 6M | +11.8% | +1.7% | +10.0% | +7.2% |
| YTD | +35.5% | +2.5% | +33.0% | +27.3% |
| 1Y | +45.3% | +4.4% | +40.9% | +29.6% |
| 3Y | +138.5% | +27.4% | +111.1% | +26.4% |
| 5Y | +152.8% | +21.7% | +131.0% | +61.5% |
| All | +1,043.7% | +50.7% | +993.0% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling