+1,517.9%
MPWR vs SHW
+353.0%
+1,165.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +6.2% |
| 7D | -1.7% | +3.5% | -5.2% | -4.7% |
| 30D | -16.5% | +9.2% | -25.8% | -22.6% |
| 3M | -12.3% | -5.1% | -7.2% | -10.2% |
| 6M | -27.7% | +6.8% | -34.6% | -33.6% |
| YTD | +32.0% | +7.0% | +25.0% | +20.8% |
| 1Y | +25.1% | +4.1% | +21.0% | +16.7% |
| 3Y | +146.5% | +41.1% | +105.4% | +83.1% |
| 5Y | +126.0% | +12.9% | +113.2% | +93.9% |
| All | +1,517.9% | +353.0% | +1,165.0% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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