+1,679.2%
MPWR vs VALE
+493.0%
+1,186.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -1.3% | -1.8% | +0.6% | -0.6% |
| 30D | -12.8% | +6.7% | -19.5% | -15.3% |
| 3M | -21.3% | +4.9% | -26.2% | -22.8% |
| 6M | +13.7% | +3.6% | +10.2% | +12.1% |
| YTD | +33.3% | +21.9% | +11.4% | +23.1% |
| 1Y | +41.3% | +61.6% | -20.3% | +16.9% |
| 3Y | +145.8% | +52.1% | +93.7% | +106.9% |
| 5Y | +155.6% | +43.2% | +112.5% | +109.2% |
| 10Y | +1,679.2% | +521.5% | +1,157.7% | +827.4% |
| All | +1,679.2% | +493.0% | +1,186.3% | +827.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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