+6,401.1%
MPWR vs VRSK
+583.6%
+5,817.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +2.4% |
| 7D | -0.6% | -9.7% | +9.1% | +4.5% |
| 30D | -13.1% | -8.5% | -4.5% | -9.6% |
| 3M | -21.7% | -1.7% | -20.1% | -23.6% |
| 6M | +19.5% | -17.9% | +37.4% | +26.8% |
| YTD | +34.9% | -21.1% | +56.0% | +45.0% |
| 1Y | +42.0% | -35.1% | +77.1% | +69.9% |
| 3Y | +148.8% | -26.7% | +175.5% | +159.7% |
| 5Y | +156.8% | -12.0% | +168.8% | +133.7% |
| 10Y | +1,650.0% | +122.9% | +1,527.1% | +828.8% |
| All | +6,401.1% | +583.6% | +5,817.5% | +1,776.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling