+155.6%
MPWR vs SPYG
+83.9%
+71.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.9% |
| 30D | -12.8% | -1.7% | -11.2% | -10.2% |
| 3M | -21.3% | +3.6% | -25.0% | -25.6% |
| 6M | +13.7% | +16.6% | -2.8% | -12.3% |
| YTD | +33.3% | +13.4% | +19.9% | +8.3% |
| 1Y | +41.3% | +19.6% | +21.7% | +5.0% |
| 3Y | +145.8% | +99.8% | +46.0% | -18.7% |
| 5Y | +155.6% | +85.0% | +70.7% | +0.8% |
| All | +155.6% | +83.9% | +71.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling