+1,791.8%
MPWR vs SPG
+117.2%
+1,674.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +2.2% | +5.6% | -3.4% | +0.3% |
| 30D | -2.1% | +17.6% | -19.7% | -7.9% |
| 3M | -1.6% | +7.5% | -9.0% | -4.3% |
| 6M | -14.9% | +18.5% | -33.5% | -20.9% |
| YTD | +50.5% | +30.9% | +19.6% | +34.9% |
| 1Y | +40.0% | +34.1% | +5.9% | +24.3% |
| 3Y | +175.0% | +135.5% | +39.4% | +100.6% |
| 5Y | +162.0% | +86.5% | +75.4% | +103.6% |
| 10Y | +1,791.8% | +116.1% | +1,675.8% | +1,271.8% |
| All | +1,791.8% | +117.2% | +1,674.6% | +1,271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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