+156.8%
MPWR vs SRE
+51.2%
+105.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | -13.1% | +1.9% | -15.0% | -13.8% |
| 3M | -21.7% | -3.3% | -18.5% | -21.2% |
| 6M | +19.5% | -6.4% | +25.9% | +21.5% |
| YTD | +34.9% | -1.8% | +36.7% | +34.4% |
| 1Y | +42.0% | +10.7% | +31.2% | +35.0% |
| 3Y | +148.8% | +31.8% | +117.0% | +110.6% |
| 5Y | +156.8% | +49.2% | +107.6% | +112.8% |
| All | +156.8% | +51.2% | +105.6% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling