+878.7%
MPWR vs SITM
+3,535.1%
-2,656.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.3% | +2.6% | +6.5% |
| 7D | +17.3% | +17.2% | +0.1% | +10.6% |
| 30D | +12.1% | -17.1% | +29.2% | +19.8% |
| 3M | +5.6% | -29.2% | +34.8% | +18.8% |
| 6M | -10.7% | -47.6% | +36.9% | +9.9% |
| YTD | +64.0% | +33.8% | +30.2% | +36.3% |
| 1Y | +55.9% | +54.1% | +1.8% | +22.1% |
| 3Y | +199.5% | +337.6% | -138.1% | +41.3% |
| 5Y | +176.6% | +89.7% | +86.8% | +57.0% |
| All | +878.7% | +3,535.1% | -2,656.3% | +183.7% |
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