+1,677.2%
MPWR vs SHAK
+87.2%
+1,590.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.0% |
| 7D | +0.9% | -8.3% | +9.2% | +3.8% |
| 30D | -13.4% | -12.6% | -0.7% | -9.5% |
| 3M | -22.2% | +9.1% | -31.3% | -25.7% |
| 6M | +15.7% | -31.2% | +46.9% | +26.3% |
| YTD | +36.7% | -21.6% | +58.3% | +41.8% |
| 1Y | +47.9% | -38.8% | +86.7% | +66.4% |
| 3Y | +159.7% | +0.6% | +159.1% | +133.6% |
| 5Y | +159.1% | -22.5% | +181.7% | +140.6% |
| All | +1,677.2% | +87.2% | +1,590.0% | +1,026.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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