+180.2%
MPWR vs SMTC
+698.5%
-518.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | -2.2% |
| 7D | +16.8% | +11.0% | +5.8% | +12.2% |
| 30D | +11.9% | -28.5% | +40.4% | +27.0% |
| 3M | +2.2% | -14.2% | +16.4% | +5.1% |
| 6M | -15.5% | -18.0% | +2.5% | -12.6% |
| YTD | +54.2% | +55.5% | -1.3% | +20.7% |
| 1Y | +51.5% | +69.5% | -18.1% | +14.0% |
| 3Y | +180.2% | +699.7% | -519.4% | +0.9% |
| All | +180.2% | +698.5% | -518.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling