+7,836.9%
MPWR vs DG
+628.1%
+7,208.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.2% | +14.4% | +16.1% |
| 7D | +11.6% | +0.7% | +10.9% | +11.2% |
| 30D | +0.1% | +7.4% | -7.3% | -1.9% |
| 3M | -0.8% | +8.5% | -9.3% | -3.4% |
| 6M | -13.0% | +21.9% | -34.9% | -18.2% |
| YTD | +53.9% | +4.9% | +49.0% | +49.5% |
| 1Y | +45.8% | +40.4% | +5.4% | +30.9% |
| 3Y | +194.3% | +23.5% | +170.8% | +157.9% |
| 5Y | +160.1% | -32.3% | +192.4% | +174.3% |
| 10Y | +1,786.5% | +119.3% | +1,667.2% | +1,351.1% |
| All | +7,836.9% | +628.1% | +7,208.8% | +4,020.8% |
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