+1,679.2%
MPWR vs VCLT
+16.9%
+1,662.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.8% | +0.1% | -13.0% | -13.0% |
| 3M | -21.3% | -2.9% | -18.4% | -19.6% |
| 6M | +13.7% | -4.0% | +17.7% | +17.3% |
| YTD | +33.3% | -2.2% | +35.5% | +35.7% |
| 1Y | +41.3% | -2.6% | +43.9% | +44.1% |
| 3Y | +145.8% | +12.3% | +133.5% | +127.9% |
| 5Y | +155.6% | -16.4% | +172.0% | +175.8% |
| 10Y | +1,679.2% | +18.1% | +1,661.1% | +1,675.8% |
| All | +1,679.2% | +16.9% | +1,662.3% | +1,675.8% |
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