+1,542.6%
MPWR vs VLO
+770.2%
+772.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.6% |
| 7D | -1.7% | -13.3% | +11.6% | +2.3% |
| 30D | -16.5% | -18.3% | +1.8% | -12.1% |
| 3M | -12.3% | +14.3% | -26.6% | -16.5% |
| 6M | -27.7% | +47.6% | -75.4% | -36.5% |
| YTD | +32.0% | +116.0% | -84.0% | +1.5% |
| 1Y | +25.1% | +101.0% | -75.9% | -1.9% |
| 3Y | +146.5% | +199.0% | -52.5% | +68.0% |
| 5Y | +126.0% | +419.0% | -293.0% | +27.5% |
| All | +1,542.6% | +770.2% | +772.4% | +623.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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