+1,677.2%
MPWR vs WYNN
+1.1%
+1,676.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | +0.9% | -4.2% | +5.1% | +2.5% |
| 30D | -13.4% | -14.6% | +1.2% | -8.0% |
| 3M | -22.2% | -18.4% | -3.8% | -16.0% |
| 6M | +15.7% | -11.9% | +27.6% | +21.0% |
| YTD | +36.7% | -26.6% | +63.3% | +52.8% |
| 1Y | +47.9% | -28.5% | +76.5% | +66.1% |
| 3Y | +159.7% | -5.1% | +164.8% | +158.6% |
| 5Y | +159.1% | -10.5% | +169.6% | +153.2% |
| All | +1,677.2% | +1.1% | +1,676.0% | +1,416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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