+1,607.5%
MPWR vs VWO
+115.6%
+1,491.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | +0.8% |
| 7D | -2.3% | -1.7% | -0.6% | +0.3% |
| 30D | -15.4% | -0.3% | -15.1% | -15.0% |
| 3M | -19.4% | +4.0% | -23.3% | -23.0% |
| 6M | +12.7% | +8.1% | +4.6% | +2.6% |
| YTD | +31.3% | +11.6% | +19.7% | +14.7% |
| 1Y | +39.7% | +16.2% | +23.4% | +15.9% |
| 3Y | +142.2% | +63.3% | +78.9% | +29.6% |
| 5Y | +149.0% | +33.4% | +115.6% | +80.9% |
| All | +1,607.5% | +115.6% | +1,491.9% | +703.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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