+74.4%
SPY vs MPWR
+134.6%
-60.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.3% | +5.9% | -2.5% |
| 7D | -4.7% | -5.6% | +0.9% | -3.9% |
| 30D | -5.9% | -23.2% | +17.3% | -1.6% |
| 3M | -4.5% | -15.8% | +11.2% | -2.2% |
| 6M | +1.8% | -28.5% | +30.3% | +6.5% |
| YTD | +8.3% | +25.5% | -17.1% | +0.5% |
| 1Y | +9.3% | +13.9% | -4.5% | +3.3% |
| All | +74.4% | +134.6% | -60.1% | +33.2% |
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