+43.1%
MPWR vs DT
-7.6%
+50.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.2% | +15.4% | +16.8% |
| 7D | +11.6% | -20.2% | +31.8% | +6.4% |
| 30D | +0.1% | -30.8% | +30.9% | -7.2% |
| 3M | -0.8% | -10.2% | +9.4% | -1.6% |
| 6M | -13.0% | +8.0% | -21.1% | -8.4% |
| YTD | +53.9% | +1.5% | +52.5% | +64.2% |
| All | +43.1% | -7.6% | +50.8% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling