+1,650.0%
MPWR vs DG
+105.6%
+1,544.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | -0.6% | -2.5% | +1.8% | -0.1% |
| 30D | -13.1% | +1.0% | -14.1% | -13.4% |
| 3M | -21.7% | +20.3% | -42.0% | -25.7% |
| 6M | +19.5% | -11.7% | +31.3% | +22.1% |
| YTD | +34.9% | -2.3% | +37.2% | +34.0% |
| 1Y | +42.0% | +20.0% | +22.0% | +32.6% |
| 3Y | +148.8% | +7.2% | +141.6% | +126.4% |
| 5Y | +156.8% | -37.9% | +194.7% | +192.6% |
| 10Y | +1,650.0% | +107.3% | +1,542.7% | +1,244.6% |
| All | +1,650.0% | +105.6% | +1,544.4% | +1,244.6% |
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