+14,101.9%
MPWR vs SRE
+756.8%
+13,345.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.2% |
| 7D | -1.7% | -9.2% | +7.4% | +3.1% |
| 30D | -16.5% | -1.9% | -14.6% | -15.8% |
| 3M | -12.3% | -6.5% | -5.7% | -9.8% |
| 6M | -27.7% | -15.2% | -12.5% | -22.3% |
| YTD | +32.0% | -9.5% | +41.5% | +36.6% |
| 1Y | +25.1% | -13.2% | +38.3% | +32.1% |
| 3Y | +146.5% | +19.5% | +127.0% | +112.7% |
| 5Y | +126.0% | +43.6% | +82.5% | +74.2% |
| 10Y | +1,582.7% | +109.9% | +1,472.8% | +864.7% |
| All | +14,101.9% | +756.8% | +13,345.1% | +3,736.6% |
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