+198.0%
MPWR vs SM
-8.5%
+206.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.6% | +3.4% | +7.7% |
| 7D | +17.3% | +0.3% | +16.9% | +17.2% |
| 30D | +12.1% | -17.3% | +29.4% | +16.1% |
| 3M | +5.6% | -3.6% | +9.2% | +4.6% |
| 6M | -10.7% | +2.9% | -13.6% | -14.3% |
| YTD | +64.0% | +70.2% | -6.2% | +26.8% |
| 1Y | +55.9% | +66.5% | -10.6% | +20.8% |
| All | +198.0% | -8.5% | +206.5% | +173.1% |
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