+42.0%
MPWR vs VCLT
-2.4%
+44.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.9% |
| 30D | -13.1% | -0.6% | -12.5% | -12.5% |
| 3M | -21.7% | -2.2% | -19.5% | -19.4% |
| 6M | +19.5% | -2.9% | +22.4% | +23.2% |
| YTD | +34.9% | -2.1% | +37.0% | +38.2% |
| 1Y | +42.0% | -2.6% | +44.5% | +51.2% |
| All | +42.0% | -2.4% | +44.3% | +51.2% |
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