+146.5%
MPWR vs LVS
-11.1%
+157.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | -1.7% | +11.1% | -12.8% | -6.8% |
| 30D | -16.5% | +14.7% | -31.2% | -22.1% |
| 3M | -12.3% | -10.9% | -1.3% | -7.8% |
| 6M | -27.7% | -22.3% | -5.4% | -19.1% |
| YTD | +32.0% | -35.8% | +67.8% | +61.4% |
| 1Y | +25.1% | -33.5% | +58.5% | +49.6% |
| 3Y | +146.5% | -11.7% | +158.2% | +115.8% |
| All | +146.5% | -11.1% | +157.6% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling