+161.6%
MPWR vs WYNN
-11.0%
+172.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.5% |
| 7D | +0.9% | -4.2% | +5.1% | +3.3% |
| 30D | -13.4% | -14.6% | +1.2% | -5.6% |
| 3M | -22.2% | -18.4% | -3.8% | -13.3% |
| 6M | +15.7% | -11.9% | +27.6% | +23.1% |
| YTD | +36.7% | -26.6% | +63.3% | +60.0% |
| 1Y | +47.9% | -28.5% | +76.5% | +73.9% |
| 3Y | +159.7% | -5.1% | +164.8% | +150.2% |
| All | +161.6% | -11.0% | +172.6% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling