+1,607.5%
MPWR vs WTW
+197.9%
+1,409.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -2.3% | -7.8% | +5.5% | +1.4% |
| 30D | -15.4% | -7.9% | -7.5% | -12.3% |
| 3M | -19.4% | +19.9% | -39.3% | -27.5% |
| 6M | +12.7% | +9.8% | +2.9% | +4.3% |
| YTD | +31.3% | -3.3% | +34.7% | +29.0% |
| 1Y | +39.7% | -3.3% | +43.0% | +36.2% |
| 3Y | +142.2% | +61.5% | +80.6% | +58.2% |
| 5Y | +149.0% | +42.6% | +106.4% | +77.2% |
| All | +1,607.5% | +197.9% | +1,409.7% | +676.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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