+1,921.6%
MPWR vs ILMN
+59.3%
+1,862.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.9% | +9.8% | +9.3% |
| 7D | +17.3% | -6.0% | +23.3% | +20.8% |
| 30D | +12.1% | -23.0% | +35.1% | +23.9% |
| 3M | +5.6% | +10.4% | -4.8% | -1.0% |
| 6M | -10.7% | +49.4% | -60.1% | -27.0% |
| YTD | +64.0% | +62.3% | +1.6% | +26.9% |
| 1Y | +55.9% | +73.7% | -17.8% | +16.9% |
| 3Y | +199.5% | +122.5% | +77.0% | +83.1% |
| 5Y | +176.6% | -43.2% | +219.7% | +211.1% |
| 10Y | +1,921.6% | +59.0% | +1,862.7% | +1,467.3% |
| All | +1,921.6% | +59.3% | +1,862.3% | +1,467.3% |
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