+136.7%
MPWR vs SO
+45.7%
+91.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.5% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -9.0% | -4.6% | -4.5% | -11.0% |
| 3M | -25.8% | -3.0% | -22.8% | -26.7% |
| 6M | +11.8% | -8.3% | +20.0% | +7.9% |
| YTD | +35.5% | +3.5% | +32.0% | +38.1% |
| 1Y | +45.3% | -0.9% | +46.2% | +45.4% |
| All | +136.7% | +45.7% | +91.0% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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