+147.3%
MPWR vs DG
+12.2%
+135.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.9% |
| 7D | -2.6% | +8.4% | -11.0% | -2.4% |
| 30D | -9.0% | +4.9% | -14.0% | -8.9% |
| 3M | -25.8% | +29.3% | -55.2% | -25.7% |
| 6M | +11.8% | -11.3% | +23.0% | +11.6% |
| YTD | +35.5% | +1.8% | +33.8% | +35.6% |
| 1Y | +45.3% | +25.3% | +20.0% | +45.9% |
| All | +147.3% | +12.2% | +135.1% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling