+32.5%
MPWR vs SGI
-10.7%
+43.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -11.9% | -6.7% |
| 7D | +4.1% | +12.1% | -7.9% | +0.9% |
| 30D | -14.8% | +12.1% | -26.9% | -17.7% |
| 3M | -5.4% | +0.4% | -5.8% | -5.6% |
| 6M | -19.6% | -4.0% | -15.6% | -18.7% |
| YTD | +39.8% | -21.2% | +61.1% | +46.3% |
| 1Y | +32.5% | -12.1% | +44.6% | +39.1% |
| All | +32.5% | -10.7% | +43.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling