+1,607.5%
MPWR vs VIG
+247.5%
+1,360.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.6% |
| 7D | -2.3% | -2.2% | 0.0% | +1.8% |
| 30D | -15.4% | -3.2% | -12.2% | -10.4% |
| 3M | -19.4% | +3.0% | -22.4% | -23.9% |
| 6M | +12.7% | +8.1% | +4.6% | -1.5% |
| YTD | +31.3% | +9.1% | +22.3% | +13.6% |
| 1Y | +39.7% | +12.6% | +27.1% | +14.9% |
| 3Y | +142.2% | +55.4% | +86.8% | +22.5% |
| 5Y | +149.0% | +62.8% | +86.2% | +23.4% |
| All | +1,607.5% | +247.5% | +1,360.0% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling