+17,847.0%
MPWR vs SIMO
+2,171.3%
+15,675.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | +2.2% | -16.0% | +18.2% | +8.3% |
| 30D | -2.1% | -35.8% | +33.7% | +12.1% |
| 3M | -1.6% | -26.5% | +24.9% | +7.0% |
| 6M | -14.9% | -33.0% | +18.1% | -6.5% |
| YTD | +50.5% | +84.3% | -33.8% | +14.4% |
| 1Y | +40.0% | +82.0% | -42.0% | +6.7% |
| 3Y | +175.0% | +218.5% | -43.5% | +77.6% |
| 5Y | +162.0% | +175.0% | -13.1% | +71.7% |
| 10Y | +1,791.8% | +407.5% | +1,384.3% | +912.0% |
| All | +17,847.0% | +2,171.3% | +15,675.7% | +4,661.1% |
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 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