+1,034.5%
MPWR vs EQX
+232.0%
+802.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.8% |
| 7D | +0.9% | -3.2% | +4.1% | +1.3% |
| 30D | -13.4% | +7.8% | -21.1% | -14.5% |
| 3M | -22.2% | +21.3% | -43.6% | -24.8% |
| 6M | +15.7% | -22.4% | +38.1% | +18.6% |
| YTD | +36.7% | -11.3% | +48.0% | +36.8% |
| 1Y | +47.9% | +13.5% | +34.4% | +42.4% |
| 3Y | +159.7% | +162.1% | -2.4% | +116.0% |
| 5Y | +159.1% | +84.2% | +74.9% | +112.9% |
| All | +1,034.5% | +232.0% | +802.4% | +1,171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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