+3,515.6%
SOXX vs MPWR
+15,664.9%
-12,149.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +5.6% | -0.6% | +6.2% | +5.9% |
| 30D | -2.7% | -13.1% | +10.3% | +3.7% |
| 3M | -7.5% | -21.7% | +14.2% | +3.5% |
| 6M | +63.5% | +19.5% | +44.0% | +51.5% |
| YTD | +75.7% | +34.9% | +40.7% | +53.9% |
| 1Y | +113.3% | +42.0% | +71.4% | +82.3% |
| 3Y | +227.4% | +148.8% | +78.6% | +108.2% |
| 5Y | +256.2% | +156.8% | +99.3% | +115.9% |
| 10Y | +1,512.5% | +1,650.0% | -137.5% | +375.2% |
| All | +3,515.6% | +15,664.9% | -12,149.3% | +487.4% |
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