+146.5%
MPWR vs SRE
+18.5%
+128.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.7% |
| 7D | -1.7% | -9.2% | +7.4% | +0.5% |
| 30D | -16.5% | -1.9% | -14.6% | -16.1% |
| 3M | -12.3% | -6.5% | -5.7% | -11.0% |
| 6M | -27.7% | -15.2% | -12.5% | -25.0% |
| YTD | +32.0% | -9.5% | +41.5% | +34.1% |
| 1Y | +25.1% | -13.2% | +38.3% | +28.6% |
| 3Y | +146.5% | +19.5% | +127.0% | +131.1% |
| All | +146.5% | +18.5% | +128.0% | +131.1% |
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