+6,706.9%
MPWR vs DG
+612.5%
+6,094.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.3% | +5.9% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -16.5% | +9.5% | -26.0% | -18.7% |
| 3M | -12.3% | +5.5% | -17.7% | -14.1% |
| 6M | -27.7% | +16.1% | -43.8% | -31.4% |
| YTD | +32.0% | +2.7% | +29.3% | +28.7% |
| 1Y | +25.1% | +42.1% | -17.0% | +11.8% |
| 3Y | +146.5% | +19.3% | +127.2% | +117.9% |
| 5Y | +126.0% | -35.3% | +161.4% | +141.4% |
| 10Y | +1,582.7% | +123.9% | +1,458.8% | +1,187.5% |
| All | +6,706.9% | +612.5% | +6,094.5% | +3,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling