+32.5%
MPWR vs VCLT
-3.2%
+35.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -5.7% |
| 7D | +4.1% | +0.4% | +3.7% | +3.8% |
| 30D | -14.8% | +3.9% | -18.7% | -17.9% |
| 3M | -5.4% | -1.9% | -3.5% | -2.4% |
| 6M | -19.6% | -2.6% | -17.0% | -15.6% |
| YTD | +39.8% | -3.1% | +42.9% | +46.1% |
| 1Y | +32.5% | -3.6% | +36.1% | +39.1% |
| All | +32.5% | -3.2% | +35.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling