+149.5%
MPWR vs SCHG
+84.7%
+64.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -0.7% |
| 7D | -2.3% | -2.7% | +0.5% | +2.7% |
| 30D | -15.4% | -2.2% | -13.2% | -12.1% |
| 3M | -19.4% | +6.2% | -25.5% | -27.9% |
| 6M | +12.7% | +13.4% | -0.6% | -10.4% |
| YTD | +31.3% | +7.1% | +24.2% | +15.9% |
| 1Y | +39.7% | +12.5% | +27.1% | +13.0% |
| All | +149.5% | +84.7% | +64.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling