+32.5%
MPWR vs SMR
-87.0%
+119.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -4.0% |
| 7D | +4.1% | -9.5% | +13.6% | +6.4% |
| 30D | -14.8% | -33.2% | +18.4% | -6.9% |
| 3M | -5.4% | -45.9% | +40.5% | +6.3% |
| 6M | -19.6% | -57.9% | +38.3% | -5.7% |
| YTD | +39.8% | -63.8% | +103.6% | +63.8% |
| 1Y | +32.5% | -85.6% | +118.1% | +86.1% |
| All | +32.5% | -87.0% | +119.6% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling