+17,167.4%
MPWR vs DTE
+767.2%
+16,400.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | +27.9% | +3.2% | +24.7% | +26.2% |
| 30D | +9.7% | +8.5% | +1.2% | +5.5% |
| 3M | +1.7% | +1.3% | +0.4% | +0.9% |
| 6M | -9.2% | -0.7% | -8.5% | -9.9% |
| YTD | +60.5% | +10.6% | +49.9% | +50.5% |
| 1Y | +52.0% | +2.6% | +49.4% | +47.8% |
| 3Y | +193.1% | +56.5% | +136.6% | +122.5% |
| 5Y | +167.3% | +46.7% | +120.5% | +105.8% |
| 10Y | +1,878.8% | +150.4% | +1,728.4% | +943.7% |
| All | +17,167.4% | +767.2% | +16,400.2% | +3,831.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling