+204.9%
MPWR vs LTH
+183.0%
+21.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.5% | +17.1% | +16.8% |
| 7D | +11.6% | +7.0% | +4.6% | +8.3% |
| 30D | +0.1% | +15.4% | -15.3% | -6.1% |
| 3M | -0.8% | +7.0% | -7.8% | -4.5% |
| 6M | -13.0% | +46.9% | -59.9% | -27.1% |
| YTD | +53.9% | +76.4% | -22.5% | +18.0% |
| 1Y | +45.8% | +83.7% | -37.9% | +9.6% |
| 3Y | +194.3% | +248.9% | -54.6% | +68.2% |
| 5Y | +160.1% | +141.8% | +18.3% | +41.6% |
| All | +204.9% | +183.0% | +21.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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