+180.2%
MPWR vs ILMN
+118.2%
+62.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | +16.8% | -2.9% | +19.7% | +18.0% |
| 30D | +11.9% | -23.8% | +35.7% | +20.3% |
| 3M | +2.2% | +7.5% | -5.3% | -1.3% |
| 6M | -15.5% | +42.8% | -58.3% | -25.3% |
| YTD | +54.2% | +57.8% | -3.6% | +30.5% |
| 1Y | +51.5% | +72.6% | -21.2% | +24.2% |
| 3Y | +180.2% | +129.3% | +50.9% | +85.7% |
| All | +180.2% | +118.2% | +62.0% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling