+153.2%
MPWR vs SRE
+30.8%
+122.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.3% | +1.5% | -2.7% | -1.6% |
| 30D | -12.8% | +0.8% | -13.7% | -13.2% |
| 3M | -21.3% | -5.8% | -15.5% | -20.3% |
| 6M | +13.7% | -7.8% | +21.5% | +15.7% |
| YTD | +33.3% | -2.4% | +35.6% | +33.0% |
| 1Y | +41.3% | +8.9% | +32.4% | +36.1% |
| All | +153.2% | +30.8% | +122.4% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling