+708.9%
MPWR vs SITM
+4,608.4%
-3,899.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -1.6% |
| 7D | -2.6% | +9.7% | -12.3% | -6.0% |
| 30D | -9.0% | +12.7% | -21.7% | -14.8% |
| 3M | -25.8% | -13.4% | -12.4% | -23.7% |
| 6M | +11.8% | +59.6% | -47.9% | -11.1% |
| YTD | +35.5% | +73.3% | -37.8% | +3.0% |
| 1Y | +45.3% | +165.5% | -120.2% | -8.9% |
| 3Y | +138.5% | +368.7% | -230.3% | +9.8% |
| 5Y | +152.8% | +172.5% | -19.7% | +26.3% |
| All | +708.9% | +4,608.4% | -3,899.5% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling