+14,479.0%
MPWR vs ITOT
+848.5%
+13,630.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -9.0% | 0.0% | -9.0% | -9.1% |
| 3M | -25.8% | +2.0% | -27.8% | -27.2% |
| 6M | +11.8% | +13.0% | -1.3% | -4.7% |
| YTD | +35.5% | +14.0% | +21.5% | +14.6% |
| 1Y | +45.3% | +19.9% | +25.4% | +15.2% |
| 3Y | +138.5% | +75.8% | +62.6% | +20.5% |
| 5Y | +152.8% | +73.8% | +78.9% | +39.7% |
| 10Y | +1,616.6% | +295.9% | +1,320.7% | +274.4% |
| All | +14,479.0% | +848.5% | +13,630.6% | +1,150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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