+1,865.4%
MPWR vs LII
+166.1%
+1,699.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.7% |
| 7D | +27.9% | -0.2% | +28.1% | +28.3% |
| 30D | +9.7% | -0.6% | +10.3% | +8.9% |
| 3M | +1.7% | -17.0% | +18.7% | +12.6% |
| 6M | -9.2% | -31.1% | +21.9% | +9.8% |
| YTD | +60.5% | -27.7% | +88.2% | +85.4% |
| 1Y | +52.0% | -26.2% | +78.2% | +72.9% |
| 3Y | +193.1% | -9.6% | +202.8% | +189.0% |
| 5Y | +167.3% | +15.7% | +151.6% | +118.8% |
| All | +1,865.4% | +166.1% | +1,699.4% | +905.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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