+1,786.5%
MPWR vs VALE
+223.9%
+1,562.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.3% | +13.3% | +15.3% |
| 7D | +11.6% | +5.6% | +6.0% | +9.1% |
| 30D | +0.1% | -12.1% | +12.2% | +5.5% |
| 3M | -0.8% | -16.3% | +15.5% | +6.4% |
| 6M | -13.0% | -26.0% | +12.9% | -1.6% |
| YTD | +53.9% | -5.5% | +59.4% | +57.6% |
| 1Y | +45.8% | +6.7% | +39.1% | +42.1% |
| 3Y | +194.3% | +10.2% | +184.1% | +180.8% |
| 5Y | +160.1% | +49.7% | +110.4% | +110.3% |
| 10Y | +1,786.5% | +222.3% | +1,564.2% | +1,060.5% |
| All | +1,786.5% | +223.9% | +1,562.6% | +1,060.5% |
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