+14,479.0%
MPWR vs SPYG
+1,217.2%
+13,261.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | -2.6% | +0.4% | -3.0% | -3.1% |
| 30D | -9.0% | -0.4% | -8.6% | -8.4% |
| 3M | -25.8% | +0.5% | -26.4% | -25.5% |
| 6M | +11.8% | +17.5% | -5.7% | -10.0% |
| YTD | +35.5% | +14.3% | +21.2% | +13.7% |
| 1Y | +45.3% | +21.7% | +23.6% | +12.1% |
| 3Y | +138.5% | +98.6% | +39.8% | +0.2% |
| 5Y | +152.8% | +85.1% | +67.7% | +25.3% |
| 10Y | +1,616.6% | +412.0% | +1,204.6% | +151.1% |
| All | +14,479.0% | +1,217.2% | +13,261.9% | +618.0% |
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