+14.4%
SGOV vs MPWR
+138.1%
-123.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -2.3% | +2.3% | +0.1% |
| 30D | +0.3% | -15.4% | +15.7% | +0.3% |
| 3M | +0.9% | -19.4% | +20.3% | +0.9% |
| 6M | +1.8% | +12.7% | -10.9% | +1.8% |
| YTD | +2.5% | +31.3% | -28.8% | +2.5% |
| 1Y | +3.8% | +39.7% | -35.9% | +3.8% |
| All | +14.4% | +138.1% | -123.7% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling