+16,489.1%
MPWR vs DGX
+696.1%
+15,792.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +16.8% | +1.6% | +15.3% | +16.1% |
| 30D | +11.9% | +11.2% | +0.6% | +6.3% |
| 3M | +2.2% | +10.4% | -8.2% | -3.1% |
| 6M | -15.5% | +37.1% | -52.6% | -28.5% |
| YTD | +54.2% | +52.1% | +2.1% | +22.8% |
| 1Y | +51.5% | +40.7% | +10.7% | +25.2% |
| 3Y | +180.2% | +107.6% | +72.6% | +84.1% |
| 5Y | +156.8% | +90.6% | +66.2% | +75.1% |
| 10Y | +1,801.1% | +287.9% | +1,513.2% | +780.8% |
| All | +16,489.1% | +696.1% | +15,792.9% | +5,697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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