+180.2%
MPWR vs SPY
+78.1%
+102.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.0% |
| 7D | +16.8% | +2.6% | +14.2% | +10.7% |
| 30D | +11.9% | -2.0% | +13.8% | +18.6% |
| 3M | +2.2% | -2.8% | +5.0% | +11.0% |
| 6M | -15.5% | +2.1% | -17.6% | -17.5% |
| YTD | +54.2% | +11.5% | +42.7% | +23.6% |
| 1Y | +51.5% | +13.5% | +38.0% | +16.7% |
| 3Y | +180.2% | +77.7% | +102.5% | -20.4% |
| All | +180.2% | +78.1% | +102.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling