+180.2%
MPWR vs VMC
+35.0%
+145.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.6% |
| 7D | +16.8% | -1.3% | +18.1% | +17.9% |
| 30D | +11.9% | +15.5% | -3.6% | +1.8% |
| 3M | +2.2% | +0.6% | +1.6% | +1.5% |
| 6M | -15.5% | +2.1% | -17.6% | -18.8% |
| YTD | +54.2% | -1.6% | +55.8% | +49.0% |
| 1Y | +51.5% | -1.2% | +52.6% | +45.9% |
| 3Y | +180.2% | +35.3% | +144.9% | +102.9% |
| All | +180.2% | +35.0% | +145.2% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling