+148.8%
MPWR vs ITW
+21.4%
+127.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.2% |
| 30D | -13.1% | -9.4% | -3.6% | -4.5% |
| 3M | -21.7% | +7.1% | -28.8% | -28.4% |
| 6M | +19.5% | -1.9% | +21.4% | +19.7% |
| YTD | +34.9% | +10.4% | +24.5% | +18.6% |
| 1Y | +42.0% | +3.3% | +38.7% | +33.7% |
| 3Y | +148.8% | +21.0% | +127.8% | +88.5% |
| All | +148.8% | +21.4% | +127.4% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling