+146.5%
MPWR vs SM
-20.0%
+166.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.0% |
| 7D | -1.7% | -25.9% | +24.2% | +4.4% |
| 30D | -16.5% | -15.1% | -1.4% | -14.1% |
| 3M | -12.3% | +4.9% | -17.1% | -15.1% |
| 6M | -27.7% | +6.1% | -33.9% | -31.5% |
| YTD | +32.0% | +63.4% | -31.4% | +3.0% |
| 1Y | +25.1% | +72.5% | -47.4% | -5.4% |
| 3Y | +146.5% | -16.9% | +163.4% | +131.5% |
| All | +146.5% | -20.0% | +166.5% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling