+1,788.2%
MPWR vs DLTR
+76.3%
+1,712.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.7% | -3.3% |
| 7D | +16.8% | +5.3% | +11.5% | +15.4% |
| 30D | +11.9% | +13.4% | -1.5% | +7.8% |
| 3M | +2.2% | +6.6% | -4.4% | -0.4% |
| 6M | -15.5% | +59.1% | -74.6% | -27.6% |
| YTD | +54.2% | +12.3% | +41.9% | +45.5% |
| 1Y | +51.5% | +33.9% | +17.6% | +35.2% |
| 3Y | +180.2% | +23.0% | +157.2% | +147.0% |
| 5Y | +156.8% | +22.1% | +134.7% | +120.5% |
| All | +1,788.2% | +76.3% | +1,712.0% | +1,266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling