+1,788.2%
MPWR vs SPYM
+309.8%
+1,478.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.2% |
| 7D | +16.8% | +2.6% | +14.3% | +12.3% |
| 30D | +11.9% | -2.0% | +13.9% | +17.3% |
| 3M | +2.2% | -2.8% | +5.0% | +9.2% |
| 6M | -15.5% | +2.2% | -17.6% | -16.6% |
| YTD | +54.2% | +11.5% | +42.7% | +31.2% |
| 1Y | +51.5% | +13.5% | +37.9% | +25.2% |
| 3Y | +180.2% | +78.0% | +102.2% | +16.2% |
| 5Y | +156.8% | +73.1% | +83.6% | +19.7% |
| All | +1,788.2% | +309.8% | +1,478.4% | +133.5% |
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