+148.8%
MPWR vs SHAK
+1.3%
+147.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -13.1% | -5.2% | -7.8% | -11.7% |
| 3M | -21.7% | +27.3% | -49.0% | -28.6% |
| 6M | +19.5% | -27.9% | +47.4% | +29.3% |
| YTD | +34.9% | -17.0% | +51.9% | +37.7% |
| 1Y | +42.0% | -30.9% | +72.9% | +54.1% |
| 3Y | +148.8% | +3.4% | +145.4% | +128.4% |
| All | +148.8% | +1.3% | +147.5% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling