+146.5%
MPWR vs VALE
+3.9%
+142.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.4% |
| 7D | -1.7% | +1.8% | -3.5% | -3.2% |
| 30D | -16.5% | -14.8% | -1.7% | -7.3% |
| 3M | -12.3% | -19.0% | +6.7% | +0.3% |
| 6M | -27.7% | -27.7% | 0.0% | -10.6% |
| YTD | +32.0% | -8.5% | +40.5% | +37.8% |
| 1Y | +25.1% | +2.6% | +22.5% | +20.0% |
| 3Y | +146.5% | +4.0% | +142.5% | +111.5% |
| All | +146.5% | +3.9% | +142.6% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling