+761.8%
MPWR vs DT
+103.5%
+658.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.5% |
| 7D | -2.6% | -3.3% | +0.7% | -1.2% |
| 30D | -9.0% | +2.0% | -11.1% | -10.4% |
| 3M | -25.8% | +20.0% | -45.8% | -32.8% |
| 6M | +11.8% | +39.3% | -27.5% | -8.8% |
| YTD | +35.5% | +19.8% | +15.8% | +17.6% |
| 1Y | +45.3% | +4.3% | +41.0% | +34.1% |
| 3Y | +138.5% | +7.7% | +130.8% | +112.6% |
| 5Y | +152.8% | -26.8% | +179.6% | +153.3% |
| All | +761.8% | +103.5% | +658.3% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling