+683.9%
MPWR vs SITM
+4,532.8%
-3,848.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.3% |
| 7D | -2.3% | +4.8% | -7.1% | -4.1% |
| 30D | -15.4% | -9.7% | -5.7% | -12.5% |
| 3M | -19.4% | -9.3% | -10.0% | -18.5% |
| 6M | +12.7% | +69.5% | -56.8% | -12.2% |
| YTD | +31.3% | +70.5% | -39.2% | +0.4% |
| 1Y | +39.7% | +145.3% | -105.6% | -9.8% |
| 3Y | +142.2% | +432.8% | -290.6% | +6.6% |
| 5Y | +149.0% | +174.0% | -25.0% | +24.5% |
| All | +683.9% | +4,532.8% | -3,848.9% | +109.0% |
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