+16,096.1%
MPWR vs SPG
+945.1%
+15,151.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +2.2% | +5.6% | -3.4% | +0.1% |
| 30D | -2.1% | +17.6% | -19.7% | -8.2% |
| 3M | -1.6% | +7.5% | -9.0% | -4.5% |
| 6M | -14.9% | +18.5% | -33.5% | -21.2% |
| YTD | +50.5% | +30.9% | +19.6% | +34.3% |
| 1Y | +40.0% | +34.1% | +5.9% | +23.6% |
| 3Y | +175.0% | +135.5% | +39.4% | +96.3% |
| 5Y | +162.0% | +86.5% | +75.4% | +105.1% |
| 10Y | +1,791.8% | +116.1% | +1,675.8% | +1,131.9% |
| All | +16,096.1% | +945.1% | +15,151.0% | +5,543.4% |
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