-27.7%
MPWR vs SSPC
-27.8%
+0.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -17.3% | +22.5% | +3.2% |
| 7D | -1.7% | -4.7% | +2.9% | -1.5% |
| 30D | -16.5% | +36.7% | -53.2% | -13.6% |
| 3M | -12.3% | -49.4% | +37.2% | -11.0% |
| All | -27.7% | -27.8% | +0.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 SSPC 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 · Available span rolling