+1,788.2%
MPWR vs VYM
+205.6%
+1,582.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.7% |
| 7D | +16.8% | +3.7% | +13.1% | +10.9% |
| 30D | +11.9% | +3.7% | +8.2% | +6.2% |
| 3M | +2.2% | -0.7% | +2.9% | +3.8% |
| 6M | -15.5% | +7.2% | -22.7% | -23.8% |
| YTD | +54.2% | +16.9% | +37.2% | +22.9% |
| 1Y | +51.5% | +19.6% | +31.8% | +16.6% |
| 3Y | +180.2% | +74.6% | +105.6% | +29.5% |
| 5Y | +156.8% | +72.3% | +84.4% | +25.9% |
| All | +1,788.2% | +205.6% | +1,582.6% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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