+13,397.9%
MPWR vs SPGI
+1,566.4%
+11,831.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.9% | -8.4% | -9.2% |
| 7D | -5.6% | +2.6% | -8.2% | -7.1% |
| 30D | -23.2% | +19.3% | -42.5% | -30.8% |
| 3M | -15.8% | +15.5% | -31.3% | -23.4% |
| 6M | -28.5% | +18.3% | -46.9% | -37.6% |
| YTD | +25.5% | -3.8% | +29.2% | +21.6% |
| 1Y | +13.9% | +1.3% | +12.5% | +6.7% |
| 3Y | +134.6% | +33.6% | +101.0% | +85.2% |
| 5Y | +114.8% | +13.2% | +101.7% | +89.3% |
| 10Y | +1,499.3% | +346.3% | +1,153.0% | +590.2% |
| All | +13,397.9% | +1,566.4% | +11,831.5% | +2,552.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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