+6,088.9%
MPWR vs VCLT
+102.2%
+5,986.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -16.5% | +3.7% | -20.2% | -17.7% |
| 3M | -12.3% | -1.0% | -11.3% | -12.1% |
| 6M | -27.7% | -3.4% | -24.4% | -26.9% |
| YTD | +32.0% | -2.6% | +34.6% | +33.3% |
| 1Y | +25.1% | -3.3% | +28.4% | +26.6% |
| 3Y | +146.5% | +17.3% | +129.2% | +136.5% |
| 5Y | +126.0% | -17.0% | +143.1% | +122.7% |
| 10Y | +1,582.7% | +18.1% | +1,564.6% | +1,719.0% |
| All | +6,088.9% | +102.2% | +5,986.8% | +9,485.0% |
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