+21.1%
SGOV vs MPWR
+599.0%
-577.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | 0.0% |
| 7D | +0.1% | +16.8% | -16.7% | +0.1% |
| 30D | +0.3% | +11.9% | -11.5% | +0.3% |
| 3M | +1.0% | +2.2% | -1.2% | +1.0% |
| 6M | +1.9% | -15.5% | +17.4% | +1.9% |
| YTD | +3.2% | +54.2% | -51.0% | +3.2% |
| 1Y | +3.8% | +51.5% | -47.7% | +3.8% |
| 3Y | +14.1% | +180.2% | -166.1% | +14.1% |
| 5Y | +21.0% | +156.8% | -135.8% | +21.0% |
| All | +21.1% | +599.0% | -577.9% | +21.1% |
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