+16,489.1%
MPWR vs SCCO
+6,361.2%
+10,127.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.5% | -2.9% |
| 7D | +16.8% | -1.9% | +18.7% | +18.2% |
| 30D | +11.9% | -17.4% | +29.3% | +21.9% |
| 3M | +2.2% | -11.7% | +13.9% | +7.8% |
| 6M | -15.5% | -12.1% | -3.4% | -10.6% |
| YTD | +54.2% | +20.9% | +33.3% | +40.2% |
| 1Y | +51.5% | +31.3% | +20.1% | +32.9% |
| 3Y | +180.2% | +170.3% | +9.9% | +80.7% |
| 5Y | +156.8% | +240.8% | -84.0% | +48.4% |
| 10Y | +1,801.1% | +683.6% | +1,117.4% | +667.0% |
| All | +16,489.1% | +6,361.2% | +10,127.9% | +3,131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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