+156.2%
MPWR vs SM
+5.5%
+150.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +16.8% | +9.4% | +7.4% | +14.2% |
| 30D | +11.9% | -14.4% | +26.2% | +15.4% |
| 3M | +2.2% | +1.6% | +0.7% | +0.1% |
| 6M | -15.5% | +6.3% | -21.8% | -19.5% |
| YTD | +54.2% | +78.8% | -24.6% | +21.7% |
| 1Y | +51.5% | +83.1% | -31.7% | +18.0% |
| 3Y | +180.2% | -5.9% | +186.1% | +156.5% |
| All | +156.2% | +5.5% | +150.7% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling