+1,865.4%
MPWR vs DG
+105.9%
+1,759.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.7% |
| 7D | +27.9% | -2.5% | +30.4% | +28.6% |
| 30D | +9.7% | +7.7% | +2.0% | +7.4% |
| 3M | +1.7% | +13.1% | -11.4% | -1.9% |
| 6M | -9.2% | +32.0% | -41.3% | -16.4% |
| YTD | +60.5% | +3.3% | +57.2% | +56.4% |
| 1Y | +52.0% | +31.7% | +20.4% | +38.1% |
| 3Y | +193.1% | +21.7% | +171.5% | +154.6% |
| 5Y | +167.3% | -34.7% | +202.0% | +200.6% |
| All | +1,865.4% | +105.9% | +1,759.5% | +1,398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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