+880.6%
MPWR vs DT
+75.7%
+804.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +16.8% | +3.1% | +13.7% | +15.4% |
| 30D | +11.9% | -29.5% | +41.4% | +28.4% |
| 3M | +2.2% | -11.7% | +13.9% | +5.6% |
| 6M | -15.5% | +29.0% | -44.5% | -28.2% |
| YTD | +54.2% | +3.4% | +50.8% | +40.1% |
| 1Y | +51.5% | -4.2% | +55.7% | +42.7% |
| 3Y | +180.2% | -12.8% | +193.1% | +170.3% |
| 5Y | +156.8% | -39.6% | +196.4% | +176.5% |
| All | +880.6% | +75.7% | +804.9% | +521.9% |
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