+1,788.2%
MPWR vs VALE
+204.8%
+1,583.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +16.8% | -3.2% | +20.0% | +18.6% |
| 30D | +11.9% | -15.1% | +26.9% | +19.5% |
| 3M | +2.2% | -18.7% | +20.9% | +11.1% |
| 6M | -15.5% | -31.5% | +16.0% | -1.3% |
| YTD | +54.2% | -11.4% | +65.6% | +62.2% |
| 1Y | +51.5% | -1.9% | +53.3% | +52.7% |
| 3Y | +180.2% | +1.7% | +178.5% | +176.1% |
| 5Y | +156.8% | +35.4% | +121.3% | +116.0% |
| All | +1,788.2% | +204.8% | +1,583.4% | +1,079.3% |
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