+1,632.0%
MPWR vs SM
+5.6%
+1,626.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -9.0% | +26.3% | -35.3% | -12.1% |
| 3M | -25.8% | +8.7% | -34.5% | -27.2% |
| 6M | +11.8% | +51.7% | -39.9% | +3.4% |
| YTD | +35.5% | +99.0% | -63.5% | +20.1% |
| 1Y | +45.3% | +34.6% | +10.7% | +35.8% |
| 3Y | +138.5% | -7.8% | +146.2% | +131.7% |
| 5Y | +152.8% | +104.8% | +48.0% | +118.9% |
| All | +1,632.0% | +5.6% | +1,626.4% | +1,057.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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