+1,657.7%
MPWR vs VMC
+153.4%
+1,504.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -2.6% | -4.3% | +1.7% | -0.1% |
| 30D | -9.0% | -8.2% | -0.8% | -4.6% |
| 3M | -25.8% | -7.0% | -18.8% | -23.8% |
| 6M | +11.8% | -10.8% | +22.5% | +17.7% |
| YTD | +35.5% | -7.4% | +42.9% | +38.5% |
| 1Y | +45.3% | -9.5% | +54.8% | +50.1% |
| 3Y | +138.5% | +20.5% | +118.0% | +109.8% |
| 5Y | +152.8% | +51.6% | +101.2% | +98.7% |
| All | +1,657.7% | +153.4% | +1,504.3% | +945.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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