-9.2%
MPWR vs SPYG
-1.0%
-8.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.5% |
| 7D | +27.9% | +4.2% | +23.7% | +18.4% |
| 30D | +9.7% | -7.4% | +17.1% | +29.4% |
| 3M | +1.7% | -5.3% | +7.0% | +15.0% |
| 6M | -9.2% | -1.2% | -8.1% | -4.6% |
| All | -9.2% | -1.0% | -8.2% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling