+146.5%
MPWR vs SIMO
+214.6%
-68.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | +3.4% |
| 7D | -1.7% | -22.0% | +20.2% | +8.8% |
| 30D | -16.5% | -43.0% | +26.5% | +4.9% |
| 3M | -12.3% | -39.1% | +26.9% | +5.3% |
| 6M | -27.7% | -33.3% | +5.5% | -18.8% |
| YTD | +32.0% | +77.0% | -45.0% | -22.9% |
| 1Y | +25.1% | +73.0% | -47.9% | -26.0% |
| 3Y | +146.5% | +215.7% | -69.2% | -11.1% |
| All | +146.5% | +214.6% | -68.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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