+14,479.0%
MPWR vs ITW
+838.3%
+13,640.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -2.6% | -3.6% | +1.0% | +0.4% |
| 30D | -9.0% | -9.1% | +0.1% | -1.5% |
| 3M | -25.8% | +8.2% | -34.0% | -31.3% |
| 6M | +11.8% | -4.8% | +16.5% | +15.6% |
| YTD | +35.5% | +11.0% | +24.5% | +22.9% |
| 1Y | +45.3% | +4.2% | +41.1% | +38.2% |
| 3Y | +138.5% | +17.3% | +121.2% | +108.4% |
| 5Y | +152.8% | +33.0% | +119.8% | +102.4% |
| 10Y | +1,616.6% | +182.3% | +1,434.3% | +640.5% |
| All | +14,479.0% | +838.3% | +13,640.7% | +2,266.4% |
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 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