+1,786.5%
MPWR vs ILMN
+61.7%
+1,724.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +15.1% |
| 7D | +11.6% | -2.6% | +14.1% | +13.3% |
| 30D | +0.1% | -20.6% | +20.8% | +9.3% |
| 3M | -0.8% | +17.5% | -18.3% | -9.4% |
| 6M | -13.0% | +55.6% | -68.6% | -30.0% |
| YTD | +53.9% | +68.3% | -14.4% | +17.5% |
| 1Y | +45.8% | +81.1% | -35.3% | +7.5% |
| 3Y | +194.3% | +112.2% | +82.1% | +84.1% |
| 5Y | +160.1% | -42.6% | +202.7% | +192.0% |
| 10Y | +1,786.5% | +70.5% | +1,716.0% | +1,343.8% |
| All | +1,786.5% | +61.7% | +1,724.8% | +1,343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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