+1,607.5%
MPWR vs BG
+171.4%
+1,436.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -2.3% | +3.7% | -6.0% | -3.6% |
| 30D | -15.4% | +12.3% | -27.8% | -19.1% |
| 3M | -19.4% | -2.2% | -17.1% | -19.3% |
| 6M | +12.7% | +5.3% | +7.4% | +9.2% |
| YTD | +31.3% | +42.4% | -11.1% | +13.5% |
| 1Y | +39.7% | +55.2% | -15.5% | +16.0% |
| 3Y | +142.2% | +21.0% | +121.2% | +114.9% |
| 5Y | +149.0% | +87.1% | +61.8% | +78.9% |
| All | +1,607.5% | +171.4% | +1,436.1% | +833.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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