+1,657.7%
MPWR vs SGI
+263.0%
+1,394.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.6% | +8.5% | -11.1% | -5.9% |
| 30D | -9.0% | +0.7% | -9.7% | -9.8% |
| 3M | -25.8% | +0.6% | -26.4% | -26.7% |
| 6M | +11.8% | -17.9% | +29.7% | +19.5% |
| YTD | +35.5% | -21.2% | +56.7% | +46.6% |
| 1Y | +45.3% | -18.9% | +64.2% | +54.3% |
| 3Y | +138.5% | +52.6% | +85.8% | +95.6% |
| 5Y | +152.8% | +60.7% | +92.0% | +96.3% |
| All | +1,657.7% | +263.0% | +1,394.7% | +809.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling