+14,479.0%
MPWR vs ILMN
+5,963.0%
+8,516.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.6% | +1.2% | -3.8% | -3.0% |
| 30D | -9.0% | +9.2% | -18.2% | -11.9% |
| 3M | -25.8% | +29.8% | -55.7% | -32.1% |
| 6M | +11.8% | +69.2% | -57.5% | -6.4% |
| YTD | +35.5% | +66.4% | -30.9% | +13.0% |
| 1Y | +45.3% | +123.4% | -78.1% | +7.7% |
| 3Y | +138.5% | +33.2% | +105.3% | +102.6% |
| 5Y | +152.8% | -52.0% | +204.7% | +186.2% |
| 10Y | +1,616.6% | +33.6% | +1,583.0% | +1,317.5% |
| All | +14,479.0% | +5,963.0% | +8,516.1% | +5,745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling