+942.8%
MPWR vs DT
+73.5%
+869.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +8.2% |
| 7D | +17.3% | -5.4% | +22.7% | +20.4% |
| 30D | +12.1% | -32.2% | +44.3% | +30.8% |
| 3M | +5.6% | -10.9% | +16.5% | +8.6% |
| 6M | -10.7% | +10.0% | -20.7% | -18.8% |
| YTD | +64.0% | +2.1% | +61.9% | +49.8% |
| 1Y | +55.9% | -5.5% | +61.4% | +47.8% |
| 3Y | +199.5% | -12.4% | +211.9% | +187.9% |
| 5Y | +176.6% | -39.7% | +216.3% | +198.0% |
| All | +942.8% | +73.5% | +869.3% | +564.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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