+1,865.4%
MPWR vs ITW
+191.9%
+1,673.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.5% |
| 7D | +27.9% | +0.5% | +27.5% | +27.6% |
| 30D | +9.7% | +7.7% | +2.0% | +2.4% |
| 3M | +1.7% | -1.3% | +3.1% | +2.6% |
| 6M | -9.2% | +15.5% | -24.7% | -21.6% |
| YTD | +60.5% | +18.6% | +41.9% | +35.0% |
| 1Y | +52.0% | +19.8% | +32.2% | +26.3% |
| 3Y | +193.1% | +32.5% | +160.6% | +123.6% |
| 5Y | +167.3% | +35.3% | +131.9% | +101.5% |
| All | +1,865.4% | +191.9% | +1,673.5% | +684.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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