+185.2%
MPWR vs SMR
+7.6%
+177.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.7% |
| 7D | -1.3% | +13.1% | -14.4% | -3.3% |
| 30D | -12.8% | +17.8% | -30.6% | -15.4% |
| 3M | -21.3% | +8.1% | -29.4% | -22.9% |
| 6M | +13.7% | -11.1% | +24.8% | +13.3% |
| YTD | +33.3% | -23.7% | +57.0% | +34.4% |
| 1Y | +41.3% | -69.4% | +110.7% | +58.2% |
| 3Y | +145.8% | +82.6% | +63.2% | +94.1% |
| All | +185.2% | +7.6% | +177.7% | +143.0% |
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