+1,788.2%
MPWR vs LVS
-10.5%
+1,798.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -5.2% |
| 7D | +16.8% | -0.8% | +17.6% | +17.0% |
| 30D | +11.9% | +10.0% | +1.9% | +6.2% |
| 3M | +2.2% | -11.0% | +13.2% | +7.0% |
| 6M | -15.5% | -20.1% | +4.7% | -7.4% |
| YTD | +54.2% | -36.3% | +90.5% | +86.3% |
| 1Y | +51.5% | -36.8% | +88.3% | +83.7% |
| 3Y | +180.2% | -9.5% | +189.8% | +175.3% |
| 5Y | +156.8% | +9.3% | +147.5% | +122.6% |
| All | +1,788.2% | -10.5% | +1,798.7% | +1,638.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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