+13,397.9%
MPWR vs ILMN
+5,679.0%
+7,718.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.2% | -2.1% | -7.7% |
| 7D | -5.6% | -28.3% | +22.7% | +4.1% |
| 30D | -23.2% | -24.0% | +0.7% | -16.8% |
| 3M | -15.8% | +4.1% | -19.9% | -18.2% |
| 6M | -28.5% | +49.6% | -78.1% | -38.3% |
| YTD | +25.5% | +58.6% | -33.1% | +4.9% |
| 1Y | +13.9% | +69.9% | -56.0% | -7.0% |
| 3Y | +134.6% | +82.9% | +51.7% | +78.0% |
| 5Y | +114.8% | -47.6% | +162.5% | +134.5% |
| 10Y | +1,499.3% | +58.8% | +1,440.5% | +1,167.7% |
| All | +13,397.9% | +5,679.0% | +7,718.9% | +5,328.6% |
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