+302.5%
MPWR vs DASH
-1.3%
+303.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.2% |
| 30D | -16.5% | -6.0% | -10.5% | -15.1% |
| 3M | -12.3% | -15.8% | +3.5% | -7.5% |
| 6M | -27.7% | +7.0% | -34.7% | -32.0% |
| YTD | +32.0% | -20.7% | +52.7% | +37.9% |
| 1Y | +25.1% | -8.5% | +33.6% | +22.3% |
| 3Y | +146.5% | +101.8% | +44.7% | +73.9% |
| 5Y | +126.0% | -9.6% | +135.6% | +73.6% |
| All | +302.5% | -1.3% | +303.8% | +198.2% |
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