+798.6%
MPWR vs SITM
+3,318.8%
-2,520.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -2.1% | -27.4% | +25.4% | +10.0% |
| 3M | -1.6% | -35.6% | +34.0% | +14.6% |
| 6M | -14.9% | -46.6% | +31.7% | +4.0% |
| YTD | +50.5% | +25.8% | +24.7% | +28.0% |
| 1Y | +40.0% | +38.2% | +1.7% | +14.1% |
| 3Y | +175.0% | +311.5% | -136.6% | +32.6% |
| 5Y | +162.0% | +94.6% | +67.3% | +48.7% |
| All | +798.6% | +3,318.8% | -2,520.3% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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