+241.6%
MPWR vs RGTI
+53.5%
+188.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -2.5% | -0.1% | -2.3% |
| 30D | -9.0% | -9.4% | +0.4% | -8.1% |
| 3M | -25.8% | -37.1% | +11.3% | -22.0% |
| 6M | +11.8% | -14.4% | +26.2% | +12.1% |
| YTD | +35.5% | -31.4% | +66.9% | +38.3% |
| 1Y | +45.3% | +0.5% | +44.8% | +39.4% |
| 3Y | +138.5% | +726.1% | -587.6% | +45.5% |
| 5Y | +152.8% | +56.2% | +96.5% | +96.7% |
| All | +241.6% | +53.5% | +188.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 all: compounded portfolio wealth divided by compounded RGTI 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…
all analysis · Full analysis span regression · 6 months rolling