+32.5%
MPWR vs VRSK
-8.8%
+41.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -4.8% |
| 7D | +4.1% | +4.2% | -0.1% | +6.5% |
| 30D | -14.8% | +21.2% | -36.0% | -5.0% |
| 3M | -5.4% | +2.9% | -8.3% | -1.7% |
| 6M | -19.6% | +11.3% | -30.9% | -12.0% |
| YTD | +39.8% | -10.8% | +50.7% | +41.1% |
| 1Y | +32.5% | -9.2% | +41.7% | +36.1% |
| All | +32.5% | -8.8% | +41.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling