+1,756.1%
MPWR vs SPYG
+392.5%
+1,363.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -0.8% |
| 7D | +2.2% | -1.9% | +4.2% | +6.4% |
| 30D | -2.1% | -9.2% | +7.1% | +16.2% |
| 3M | -1.6% | -6.8% | +5.2% | +12.3% |
| 6M | -14.9% | -2.6% | -12.4% | -8.6% |
| YTD | +50.5% | +7.5% | +43.1% | +38.0% |
| 1Y | +40.0% | +6.7% | +33.3% | +30.1% |
| 3Y | +175.0% | +90.1% | +84.9% | +8.7% |
| 5Y | +162.0% | +69.2% | +92.7% | +32.6% |
| All | +1,756.1% | +392.5% | +1,363.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling