+157.9%
MPWR vs LVS
+5.4%
+152.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | -9.0% | -3.2% | -5.8% | -7.8% |
| 3M | -25.8% | -12.0% | -13.9% | -21.4% |
| 6M | +11.8% | -19.9% | +31.7% | +23.3% |
| YTD | +35.5% | -30.6% | +66.1% | +59.3% |
| 1Y | +45.3% | -17.7% | +63.1% | +54.6% |
| 3Y | +138.5% | -14.2% | +152.7% | +137.0% |
| All | +157.9% | +5.4% | +152.5% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling