+16,096.1%
MPWR vs SPYG
+1,137.9%
+14,958.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.0% |
| 7D | +2.2% | -1.9% | +4.2% | +5.9% |
| 30D | -2.1% | -9.2% | +7.1% | +13.9% |
| 3M | -1.6% | -6.8% | +5.2% | +10.7% |
| 6M | -14.9% | -2.6% | -12.4% | -9.1% |
| YTD | +50.5% | +7.5% | +43.1% | +40.3% |
| 1Y | +40.0% | +6.7% | +33.3% | +32.1% |
| 3Y | +175.0% | +90.1% | +84.9% | +24.5% |
| 5Y | +162.0% | +69.2% | +92.7% | +49.5% |
| 10Y | +1,791.8% | +391.9% | +1,400.0% | +198.9% |
| All | +16,096.1% | +1,137.9% | +14,958.1% | +785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling