+1,679.2%
MPWR vs DLTR
+45.2%
+1,634.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.3% | 0.0% |
| 7D | -1.3% | -10.2% | +9.0% | +1.6% |
| 30D | -12.8% | -8.5% | -4.4% | -11.0% |
| 3M | -21.3% | +5.6% | -26.9% | -23.3% |
| 6M | +13.7% | +2.2% | +11.6% | +10.9% |
| YTD | +33.3% | -3.8% | +37.0% | +31.8% |
| 1Y | +41.3% | +22.9% | +18.4% | +29.4% |
| 3Y | +145.8% | +2.0% | +143.8% | +129.7% |
| 5Y | +155.6% | +29.8% | +125.8% | +112.9% |
| 10Y | +1,679.2% | +45.0% | +1,634.2% | +1,266.6% |
| All | +1,679.2% | +45.2% | +1,634.0% | +1,266.6% |
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