+13,397.9%
MPWR vs SGI
+1,466.2%
+11,931.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.8% | -7.5% | -9.5% |
| 7D | -5.6% | +5.3% | -10.9% | -7.1% |
| 30D | -23.2% | +8.2% | -31.4% | -25.2% |
| 3M | -15.8% | -2.2% | -13.6% | -16.0% |
| 6M | -28.5% | -8.4% | -20.1% | -27.7% |
| YTD | +25.5% | -23.4% | +48.9% | +33.1% |
| 1Y | +13.9% | -14.0% | +27.9% | +16.5% |
| 3Y | +134.6% | +78.8% | +55.8% | +97.0% |
| 5Y | +114.8% | +58.6% | +56.2% | +84.0% |
| 10Y | +1,499.3% | +427.8% | +1,071.4% | +854.7% |
| All | +13,397.9% | +1,466.2% | +11,931.7% | +4,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling