+1,607.5%
MPWR vs VYM
+207.1%
+1,400.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.6% |
| 7D | -2.3% | -1.9% | -0.4% | +0.6% |
| 30D | -15.4% | -2.6% | -12.8% | -11.9% |
| 3M | -19.4% | +3.6% | -22.9% | -23.8% |
| 6M | +12.7% | +8.7% | +4.1% | -0.3% |
| YTD | +31.3% | +14.1% | +17.2% | +8.2% |
| 1Y | +39.7% | +17.8% | +21.8% | +10.0% |
| 3Y | +142.2% | +64.5% | +77.7% | +22.1% |
| 5Y | +149.0% | +77.5% | +71.5% | +17.5% |
| All | +1,607.5% | +207.1% | +1,400.4% | +295.1% |
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