+13,397.9%
MPWR vs SO
+638.2%
+12,759.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.2% | -10.5% | -10.4% |
| 7D | -5.6% | +0.4% | -6.0% | -5.8% |
| 30D | -23.2% | +9.2% | -32.5% | -26.0% |
| 3M | -15.8% | +1.1% | -16.9% | -16.5% |
| 6M | -28.5% | -1.1% | -27.5% | -29.0% |
| YTD | +25.5% | +9.7% | +15.8% | +19.2% |
| 1Y | +13.9% | +5.5% | +8.4% | +9.7% |
| 3Y | +134.6% | +47.0% | +87.5% | +87.5% |
| 5Y | +114.8% | +77.6% | +37.3% | +52.7% |
| 10Y | +1,499.3% | +181.0% | +1,318.3% | +763.9% |
| All | +13,397.9% | +638.2% | +12,759.7% | +4,066.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling