+146.5%
MPWR vs SPY
+75.1%
+71.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.5% |
| 7D | -1.7% | -2.7% | +1.0% | +4.9% |
| 30D | -16.5% | -5.4% | -11.1% | -4.3% |
| 3M | -12.3% | -4.1% | -8.2% | -2.4% |
| 6M | -27.7% | +0.7% | -28.4% | -27.6% |
| YTD | +32.0% | +8.7% | +23.3% | +11.6% |
| 1Y | +25.1% | +10.9% | +14.2% | +1.0% |
| 3Y | +146.5% | +75.0% | +71.5% | -29.3% |
| All | +146.5% | +75.1% | +71.4% | -29.3% |
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