+149.0%
MPWR vs SHAK
-27.4%
+176.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -2.3% | -11.0% | +8.7% | +2.0% |
| 30D | -15.4% | -14.0% | -1.4% | -10.6% |
| 3M | -19.4% | +13.3% | -32.6% | -24.6% |
| 6M | +12.7% | -35.3% | +48.1% | +27.9% |
| YTD | +31.3% | -24.0% | +55.3% | +38.2% |
| 1Y | +39.7% | -36.7% | +76.4% | +57.3% |
| 3Y | +142.2% | -5.4% | +147.6% | +110.3% |
| 5Y | +149.0% | -24.9% | +173.9% | +114.9% |
| All | +149.0% | -27.4% | +176.4% | +114.9% |
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