+153.2%
MPWR vs SITM
+412.8%
-259.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -1.3% | +3.7% | -5.0% | -2.8% |
| 30D | -12.8% | -14.5% | +1.7% | -7.8% |
| 3M | -21.3% | -10.6% | -10.7% | -20.0% |
| 6M | +13.7% | +65.5% | -51.8% | -12.6% |
| YTD | +33.3% | +67.0% | -33.7% | +0.2% |
| 1Y | +41.3% | +138.6% | -97.3% | -12.0% |
| All | +153.2% | +412.8% | -259.6% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling