+1,632.7%
MPWR vs ILMN
+33.5%
+1,599.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -2.6% | +1.2% | -3.8% | -3.1% |
| 30D | -9.0% | +9.2% | -18.2% | -12.7% |
| 3M | -25.8% | +29.8% | -55.7% | -33.9% |
| 6M | +11.8% | +69.2% | -57.5% | -11.5% |
| YTD | +35.5% | +66.4% | -30.9% | +6.7% |
| 1Y | +45.3% | +123.4% | -78.1% | -2.6% |
| 3Y | +138.5% | +33.2% | +105.3% | +91.3% |
| 5Y | +152.8% | -52.0% | +204.7% | +208.8% |
| All | +1,632.7% | +33.5% | +1,599.2% | +1,305.9% |
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