-11.4%
F vs MPWR
+117.3%
-128.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | +1.5% |
| 7D | +1.4% | -5.6% | +7.0% | +2.5% |
| 30D | +2.0% | -23.2% | +25.3% | +8.5% |
| 3M | -10.4% | -15.8% | +5.4% | -7.5% |
| 6M | +9.7% | -28.5% | +38.3% | +16.7% |
| YTD | -1.2% | +25.5% | -26.6% | -11.3% |
| 1Y | 0.0% | +13.9% | -13.9% | -7.9% |
| 3Y | +41.1% | +134.6% | -93.5% | -9.5% |
| 5Y | -11.4% | +114.8% | -126.3% | -47.7% |
| All | -11.4% | +117.3% | -128.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling