+136.7%
MPWR vs VST
+372.0%
-235.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.6% |
| 7D | -2.6% | +8.9% | -11.5% | -5.9% |
| 30D | -9.0% | +6.2% | -15.2% | -11.3% |
| 3M | -25.8% | -2.7% | -23.1% | -25.2% |
| 6M | +11.8% | -8.4% | +20.1% | +14.5% |
| YTD | +35.5% | -7.2% | +42.7% | +36.7% |
| 1Y | +45.3% | -20.9% | +66.2% | +54.9% |
| All | +136.7% | +372.0% | -235.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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 · 6 months rolling