+14,101.9%
MPWR vs SM
+83.1%
+14,018.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.0% |
| 7D | -1.7% | -25.9% | +24.2% | +3.3% |
| 30D | -16.5% | -15.1% | -1.4% | -14.4% |
| 3M | -12.3% | +4.9% | -17.1% | -13.9% |
| 6M | -27.7% | +6.1% | -33.9% | -29.9% |
| YTD | +32.0% | +63.4% | -31.4% | +16.9% |
| 1Y | +25.1% | +72.5% | -47.4% | +9.3% |
| 3Y | +146.5% | -16.9% | +163.4% | +141.6% |
| 5Y | +126.0% | -10.6% | +136.7% | +111.7% |
| 10Y | +1,582.7% | +11.3% | +1,571.4% | +940.6% |
| All | +14,101.9% | +83.1% | +14,018.8% | +6,435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling