+16,096.1%
MPWR vs ITW
+907.1%
+15,189.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -2.1% | +9.1% | -11.1% | -9.1% |
| 3M | -1.6% | -1.6% | 0.0% | -0.6% |
| 6M | -14.9% | +14.5% | -29.4% | -25.0% |
| YTD | +50.5% | +19.2% | +31.4% | +28.3% |
| 1Y | +40.0% | +20.9% | +19.0% | +17.6% |
| 3Y | +175.0% | +33.1% | +141.8% | +115.5% |
| 5Y | +162.0% | +38.2% | +123.8% | +102.6% |
| 10Y | +1,791.8% | +196.2% | +1,595.7% | +682.3% |
| All | +16,096.1% | +907.1% | +15,189.0% | +2,371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling