+1,607.5%
MPWR vs VRSK
+125.6%
+1,481.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.3% | -7.7% | +5.5% | +1.7% |
| 30D | -15.4% | -2.8% | -12.6% | -14.7% |
| 3M | -19.4% | -3.7% | -15.7% | -20.5% |
| 6M | +12.7% | -12.8% | +25.5% | +15.7% |
| YTD | +31.3% | -21.0% | +52.3% | +42.0% |
| 1Y | +39.7% | -32.5% | +72.1% | +65.9% |
| 3Y | +142.2% | -26.5% | +168.7% | +149.7% |
| 5Y | +149.0% | -11.5% | +160.5% | +113.7% |
| All | +1,607.5% | +125.6% | +1,481.9% | +630.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling