+14,857.1%
MPWR vs SIMO
+1,993.5%
+12,863.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -14.4% | +4.1% | -5.7% |
| 7D | -5.6% | -31.4% | +25.8% | +5.8% |
| 30D | -23.2% | -45.2% | +21.9% | -7.9% |
| 3M | -15.8% | -36.5% | +20.7% | -4.7% |
| 6M | -28.5% | -34.2% | +5.6% | -21.2% |
| YTD | +25.5% | +69.9% | -44.5% | -2.4% |
| 1Y | +13.9% | +60.4% | -46.5% | -9.8% |
| 3Y | +134.6% | +203.1% | -68.6% | +53.6% |
| 5Y | +114.8% | +145.4% | -30.6% | +45.5% |
| 10Y | +1,499.3% | +368.9% | +1,130.4% | +775.4% |
| All | +14,857.1% | +1,993.5% | +12,863.6% | +3,962.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling