+326.4%
MPWR vs DASH
+9.1%
+317.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.3% | -13.4% | -8.2% |
| 7D | +4.1% | +17.2% | -13.1% | -2.5% |
| 30D | -14.8% | +3.6% | -18.3% | -16.5% |
| 3M | -5.4% | -1.9% | -3.5% | -6.0% |
| 6M | -19.6% | +15.1% | -34.7% | -26.5% |
| YTD | +39.8% | -12.3% | +52.1% | +40.5% |
| 1Y | +32.5% | -17.2% | +49.8% | +34.7% |
| 3Y | +161.4% | +114.7% | +46.7% | +79.8% |
| 5Y | +144.5% | -4.3% | +148.7% | +82.2% |
| All | +326.4% | +9.1% | +317.3% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling