+1,677.2%
MPWR vs SCHG
+459.0%
+1,218.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +2.7% |
| 7D | +0.9% | -1.0% | +1.9% | +2.6% |
| 30D | -13.4% | -1.3% | -12.1% | -11.8% |
| 3M | -22.2% | +5.4% | -27.7% | -28.6% |
| 6M | +15.7% | +14.4% | +1.2% | -6.3% |
| YTD | +36.7% | +8.0% | +28.7% | +21.4% |
| 1Y | +47.9% | +12.7% | +35.2% | +23.7% |
| 3Y | +159.7% | +85.6% | +74.1% | +8.0% |
| 5Y | +159.1% | +85.5% | +73.6% | +14.1% |
| All | +1,677.2% | +459.0% | +1,218.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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