+125.2%
MPWR vs DG
-34.7%
+159.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.3% | +5.4% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | -16.5% | +9.5% | -26.0% | -17.1% |
| 3M | -12.3% | +5.5% | -17.7% | -12.8% |
| 6M | -27.7% | +16.1% | -43.8% | -29.0% |
| YTD | +32.0% | +2.7% | +29.3% | +31.1% |
| 1Y | +25.1% | +42.1% | -17.0% | +20.1% |
| 3Y | +146.5% | +19.3% | +127.2% | +137.7% |
| All | +125.2% | -34.7% | +159.9% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling