+282.6%
MPWR vs DASH
-1.1%
+283.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.4% | -0.9% | -6.7% |
| 7D | -5.6% | +0.5% | -6.1% | -6.1% |
| 30D | -23.2% | -7.1% | -16.1% | -21.5% |
| 3M | -15.8% | -13.2% | -2.6% | -12.2% |
| 6M | -28.5% | +8.3% | -36.8% | -33.1% |
| YTD | +25.5% | -20.6% | +46.0% | +31.0% |
| 1Y | +13.9% | -24.4% | +38.3% | +19.9% |
| 3Y | +134.6% | +94.5% | +40.0% | +67.7% |
| 5Y | +114.8% | -9.4% | +124.3% | +64.9% |
| All | +282.6% | -1.1% | +283.7% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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