+155.6%
MPWR vs ITW
+33.8%
+121.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | +0.6% |
| 7D | -1.3% | -1.9% | +0.6% | +0.7% |
| 30D | -12.8% | -10.4% | -2.5% | -2.5% |
| 3M | -21.3% | +3.5% | -24.8% | -25.4% |
| 6M | +13.7% | -3.4% | +17.1% | +16.1% |
| YTD | +33.3% | +8.5% | +24.8% | +19.2% |
| 1Y | +41.3% | +3.2% | +38.1% | +32.6% |
| 3Y | +145.8% | +18.9% | +126.9% | +95.8% |
| 5Y | +155.6% | +35.0% | +120.6% | +67.8% |
| All | +155.6% | +33.8% | +121.8% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling