+1,517.9%
MPWR vs VUG
+392.2%
+1,125.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +3.7% |
| 7D | -1.7% | -3.4% | +1.6% | +4.1% |
| 30D | -16.5% | -11.1% | -5.4% | +1.5% |
| 3M | -12.3% | -7.2% | -5.0% | -0.2% |
| 6M | -27.7% | -4.1% | -23.6% | -21.3% |
| YTD | +32.0% | +1.4% | +30.6% | +31.5% |
| 1Y | +25.1% | +1.9% | +23.2% | +23.9% |
| 3Y | +146.5% | +77.7% | +68.8% | +10.1% |
| 5Y | +126.0% | +57.6% | +68.5% | +29.1% |
| All | +1,517.9% | +392.2% | +1,125.7% | +59.7% |
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