+1,865.4%
MPWR vs VCLT
+22.0%
+1,843.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.2% |
| 7D | +27.9% | -1.9% | +29.8% | +29.8% |
| 30D | +9.7% | +1.4% | +8.2% | +8.4% |
| 3M | +1.7% | -1.8% | +3.5% | +2.9% |
| 6M | -9.2% | -3.9% | -5.3% | -6.6% |
| YTD | +60.5% | -3.9% | +64.4% | +65.3% |
| 1Y | +52.0% | -4.7% | +56.8% | +57.6% |
| 3Y | +193.1% | +14.1% | +179.1% | +168.5% |
| 5Y | +167.3% | -16.6% | +183.9% | +190.2% |
| All | +1,865.4% | +22.0% | +1,843.4% | +1,845.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling