+149.0%
MPWR vs VRSK
-11.3%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.3% | -7.7% | +5.5% | -0.9% |
| 30D | -15.4% | -2.8% | -12.6% | -15.2% |
| 3M | -19.4% | -3.7% | -15.7% | -20.0% |
| 6M | +12.7% | -12.8% | +25.5% | +15.2% |
| YTD | +31.3% | -21.0% | +52.3% | +38.9% |
| 1Y | +39.7% | -32.5% | +72.1% | +58.6% |
| 3Y | +142.2% | -26.5% | +168.7% | +140.3% |
| 5Y | +149.0% | -11.5% | +160.5% | +96.1% |
| All | +149.0% | -11.3% | +160.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling