+156.2%
MPWR vs SGI
+41.4%
+114.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.1% |
| 7D | +16.8% | -5.3% | +22.1% | +20.6% |
| 30D | +11.9% | -2.1% | +13.9% | +11.7% |
| 3M | +2.2% | -8.2% | +10.4% | +5.2% |
| 6M | -15.5% | -4.6% | -10.9% | -16.3% |
| YTD | +54.2% | -31.5% | +85.6% | +83.4% |
| 1Y | +51.5% | -30.8% | +82.3% | +79.1% |
| 3Y | +180.2% | +67.2% | +113.0% | +86.2% |
| All | +156.2% | +41.4% | +114.8% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling