+134.3%
MPWR vs LSCC
+69.3%
+65.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.6% | -1.7% | -4.6% |
| 7D | -5.6% | -4.8% | -0.8% | -3.1% |
| 30D | -23.2% | -27.1% | +3.9% | -6.2% |
| 3M | -15.8% | -23.6% | +7.8% | -0.4% |
| 6M | -28.5% | -19.8% | -8.7% | -18.8% |
| YTD | +25.5% | +33.2% | -7.8% | +0.6% |
| 1Y | +13.9% | +55.2% | -41.3% | -18.1% |
| All | +134.3% | +69.3% | +65.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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