+1,791.8%
MPWR vs SPYM
+310.0%
+1,481.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -1.5% |
| 7D | +2.2% | -0.6% | +2.8% | +3.9% |
| 30D | -2.1% | -3.7% | +1.6% | +5.9% |
| 3M | -1.6% | -2.7% | +1.2% | +4.8% |
| 6M | -14.9% | +2.2% | -17.2% | -16.3% |
| YTD | +50.5% | +10.9% | +39.6% | +29.2% |
| 1Y | +40.0% | +11.3% | +28.7% | +19.7% |
| 3Y | +175.0% | +76.8% | +98.1% | +15.2% |
| 5Y | +162.0% | +73.5% | +88.4% | +21.7% |
| 10Y | +1,791.8% | +307.9% | +1,483.9% | +141.8% |
| All | +1,791.8% | +310.0% | +1,481.9% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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