+14,101.9%
MPWR vs SPG
+918.1%
+13,183.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | -1.7% | +4.9% | -6.6% | -3.6% |
| 30D | -16.5% | +15.6% | -32.1% | -21.3% |
| 3M | -12.3% | +4.1% | -16.4% | -13.9% |
| 6M | -27.7% | +13.6% | -41.3% | -31.9% |
| YTD | +32.0% | +27.5% | +4.5% | +18.9% |
| 1Y | +25.1% | +32.2% | -7.1% | +10.9% |
| 3Y | +146.5% | +126.0% | +20.5% | +78.6% |
| 5Y | +126.0% | +74.7% | +51.3% | +81.0% |
| 10Y | +1,582.7% | +112.8% | +1,469.9% | +1,000.7% |
| All | +14,101.9% | +918.1% | +13,183.8% | +4,894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling