+14,479.0%
MPWR vs SRE
+813.5%
+13,665.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -9.0% | -0.7% | -8.3% | -9.1% |
| 3M | -25.8% | -6.3% | -19.5% | -24.1% |
| 6M | +11.8% | -10.7% | +22.4% | +17.1% |
| YTD | +35.5% | -3.5% | +39.0% | +36.1% |
| 1Y | +45.3% | +5.3% | +40.0% | +39.1% |
| 3Y | +138.5% | +31.8% | +106.7% | +95.8% |
| 5Y | +152.8% | +47.4% | +105.4% | +92.5% |
| 10Y | +1,616.6% | +120.6% | +1,496.0% | +859.9% |
| All | +14,479.0% | +813.5% | +13,665.6% | +3,721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling