+41.3%
MPWR vs SITM
+140.0%
-98.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -1.3% | +3.7% | -5.0% | -2.5% |
| 30D | -12.8% | -14.5% | +1.7% | -8.7% |
| 3M | -21.3% | -10.6% | -10.7% | -19.6% |
| 6M | +13.7% | +65.5% | -51.8% | -5.2% |
| YTD | +33.3% | +67.0% | -33.7% | +10.4% |
| 1Y | +41.3% | +138.6% | -97.3% | +9.2% |
| All | +41.3% | +140.0% | -98.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling