+303.9%
SPY vs MPWR
+1,560.2%
-1,256.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -1.0% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | -5.4% | -16.5% | +11.1% | -1.5% |
| 3M | -4.1% | -12.3% | +8.2% | -1.9% |
| 6M | +0.7% | -27.7% | +28.4% | +6.7% |
| YTD | +8.7% | +32.0% | -23.3% | -3.1% |
| 1Y | +10.9% | +25.1% | -14.2% | +0.2% |
| 3Y | +75.0% | +146.5% | -71.5% | +19.9% |
| 5Y | +67.8% | +126.0% | -58.3% | +9.5% |
| All | +303.9% | +1,560.2% | -1,256.2% | +30.0% |
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