+230.0%
MPWR vs SMR
-53.6%
+283.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.4% |
| 7D | +16.8% | -8.3% | +25.1% | +18.6% |
| 30D | +11.9% | -20.1% | +31.9% | +15.8% |
| 3M | +2.2% | -52.7% | +54.9% | +13.5% |
| 6M | -15.5% | -61.0% | +45.5% | -4.0% |
| YTD | +54.2% | -67.1% | +121.3% | +75.9% |
| 1Y | +51.5% | -79.9% | +131.3% | +83.7% |
| 3Y | +180.2% | +101.7% | +78.5% | +116.6% |
| All | +230.0% | -53.6% | +283.6% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling