+6,253.3%
MPWR vs VCLT
+103.4%
+6,149.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -9.0% | -0.9% | -8.2% | -8.8% |
| 3M | -25.8% | -3.2% | -22.6% | -24.9% |
| 6M | +11.8% | -3.8% | +15.6% | +13.4% |
| YTD | +35.5% | -2.0% | +37.5% | +36.6% |
| 1Y | +45.3% | -0.8% | +46.1% | +45.9% |
| 3Y | +138.5% | +12.3% | +126.2% | +131.2% |
| 5Y | +152.8% | -15.4% | +168.2% | +148.6% |
| 10Y | +1,616.6% | +15.7% | +1,600.8% | +1,721.3% |
| All | +6,253.3% | +103.4% | +6,149.9% | +9,725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling