+176.6%
MPWR vs SHAK
-10.3%
+186.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.1% | +9.4% |
| 7D | +17.3% | +3.0% | +14.2% | +16.3% |
| 30D | +12.1% | +8.2% | +3.9% | +8.7% |
| 3M | +5.6% | +4.6% | +1.1% | +3.1% |
| 6M | -10.7% | +16.3% | -27.1% | -18.5% |
| YTD | +64.0% | -7.6% | +71.5% | +59.2% |
| 1Y | +55.9% | -18.7% | +74.7% | +59.6% |
| 3Y | +199.5% | +36.4% | +163.1% | +115.9% |
| 5Y | +176.6% | -10.5% | +187.1% | +112.1% |
| All | +176.6% | -10.3% | +186.9% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling