+1,542.6%
MPWR vs SWKS
+33.1%
+1,509.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.3% |
| 7D | -1.7% | -6.2% | +4.4% | +3.3% |
| 30D | -16.5% | -1.5% | -15.0% | -15.8% |
| 3M | -12.3% | +23.0% | -35.2% | -28.4% |
| 6M | -27.7% | +27.6% | -55.3% | -43.8% |
| YTD | +32.0% | +32.3% | -0.3% | -3.9% |
| 1Y | +25.1% | +20.1% | +5.0% | -1.4% |
| 3Y | +146.5% | +0.6% | +145.8% | +112.8% |
| 5Y | +126.0% | -42.3% | +168.4% | +214.9% |
| All | +1,542.6% | +33.1% | +1,509.5% | +1,141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling