+156.8%
MPWR vs DTE
+35.6%
+121.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | -13.1% | -1.9% | -11.2% | -12.9% |
| 3M | -21.7% | -3.3% | -18.4% | -21.8% |
| 6M | +19.5% | -7.1% | +26.6% | +20.0% |
| YTD | +34.9% | +8.1% | +26.8% | +32.2% |
| 1Y | +42.0% | +5.3% | +36.7% | +39.7% |
| 3Y | +148.8% | +48.2% | +100.6% | +123.4% |
| 5Y | +156.8% | +33.2% | +123.6% | +141.1% |
| All | +156.8% | +35.6% | +121.2% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling