+20.3%
SGOV vs MPWR
+519.6%
-499.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | 0.0% | +0.9% | -0.8% | 0.0% |
| 30D | +0.3% | -13.4% | +13.7% | +0.3% |
| 3M | +0.9% | -22.2% | +23.2% | +0.9% |
| 6M | +1.8% | +15.7% | -13.8% | +1.8% |
| YTD | +2.5% | +36.7% | -34.1% | +2.5% |
| 1Y | +3.8% | +47.9% | -44.1% | +3.8% |
| 3Y | +14.4% | +159.7% | -145.3% | +14.4% |
| 5Y | +20.2% | +159.1% | -139.0% | +20.2% |
| All | +20.3% | +519.6% | -499.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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