+8,313.9%
MPWR vs SPYM
+829.4%
+7,484.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | -9.0% | +0.1% | -9.1% | -9.2% |
| 3M | -25.8% | +2.0% | -27.9% | -27.3% |
| 6M | +11.8% | +13.1% | -1.3% | -4.8% |
| YTD | +35.5% | +13.6% | +21.9% | +15.0% |
| 1Y | +45.3% | +20.1% | +25.2% | +14.8% |
| 3Y | +138.5% | +77.6% | +60.9% | +18.9% |
| 5Y | +152.8% | +82.5% | +70.2% | +30.5% |
| 10Y | +1,616.6% | +317.6% | +1,299.0% | +254.4% |
| All | +8,313.9% | +829.4% | +7,484.6% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling