+5,877.4%
MPWR vs SCHG
+1,145.2%
+4,732.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.1% |
| 7D | -2.6% | -0.7% | -1.9% | -1.6% |
| 30D | -9.0% | +0.2% | -9.3% | -9.5% |
| 3M | -25.8% | +2.2% | -28.1% | -27.9% |
| 6M | +11.8% | +15.0% | -3.3% | -8.9% |
| YTD | +35.5% | +9.2% | +26.3% | +19.5% |
| 1Y | +45.3% | +15.7% | +29.6% | +18.2% |
| 3Y | +138.5% | +87.3% | +51.2% | +3.7% |
| 5Y | +152.8% | +84.5% | +68.3% | +19.2% |
| 10Y | +1,616.6% | +448.7% | +1,167.9% | +104.3% |
| All | +5,877.4% | +1,145.2% | +4,732.2% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling