+273.3%
MPWR vs BOXX
+18.5%
+254.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +3.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.6% |
| 30D | -13.4% | +0.3% | -13.7% | -15.0% |
| 3M | -22.2% | +1.0% | -23.3% | -26.5% |
| 6M | +15.7% | +1.9% | +13.7% | +3.1% |
| YTD | +36.7% | +2.7% | +34.0% | +16.1% |
| 1Y | +47.9% | +4.0% | +43.9% | +16.9% |
| 3Y | +159.7% | +14.7% | +145.0% | +104.4% |
| All | +273.3% | +18.5% | +254.8% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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