+1,650.0%
MPWR vs VUG
+408.5%
+1,241.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | -0.6% | +0.9% | -1.5% | -2.0% |
| 30D | -13.1% | -1.4% | -11.6% | -11.1% |
| 3M | -21.7% | +2.3% | -24.1% | -24.2% |
| 6M | +19.5% | +15.7% | +3.8% | -4.5% |
| YTD | +34.9% | +8.6% | +26.3% | +19.3% |
| 1Y | +42.0% | +14.1% | +27.9% | +16.9% |
| 3Y | +148.8% | +87.9% | +60.9% | +1.1% |
| 5Y | +156.8% | +76.3% | +80.5% | +22.1% |
| 10Y | +1,650.0% | +409.7% | +1,240.3% | +77.4% |
| All | +1,650.0% | +408.5% | +1,241.5% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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