+162.0%
MPWR vs SIMO
+171.3%
-9.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.4% |
| 7D | +2.2% | -16.0% | +18.2% | +10.3% |
| 30D | -2.1% | -35.8% | +33.7% | +17.0% |
| 3M | -1.6% | -26.5% | +24.9% | +9.5% |
| 6M | -14.9% | -33.0% | +18.1% | -4.4% |
| YTD | +50.5% | +84.3% | -33.8% | -5.1% |
| 1Y | +40.0% | +82.0% | -42.0% | -11.4% |
| 3Y | +175.0% | +218.5% | -43.5% | +27.4% |
| 5Y | +162.0% | +175.0% | -13.1% | +26.5% |
| All | +162.0% | +171.3% | -9.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling