+2,966.8%
SOXX vs MPWR
+17,917.3%
-14,950.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.3% | -1.9% |
| 7D | +9.4% | +16.8% | -7.5% | +1.4% |
| 30D | -13.8% | +11.9% | -25.6% | -18.3% |
| 3M | -18.6% | +2.2% | -20.8% | -19.8% |
| 6M | -15.1% | -15.5% | +0.4% | -8.6% |
| YTD | +49.0% | +54.2% | -5.2% | +22.2% |
| 1Y | +55.3% | +51.5% | +3.8% | +28.5% |
| 3Y | +179.0% | +180.2% | -1.2% | +67.8% |
| 5Y | +166.5% | +156.8% | +9.8% | +59.7% |
| 10Y | +1,203.0% | +1,801.1% | -598.1% | +265.2% |
| All | +2,966.8% | +17,917.3% | -14,950.5% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling