+45.3%
MPWR vs AFL
+11.7%
+33.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.2% |
| 30D | -9.0% | -6.2% | -2.9% | -12.9% |
| 3M | -25.8% | +2.2% | -28.0% | -24.5% |
| 6M | +11.8% | +5.3% | +6.5% | +13.7% |
| YTD | +35.5% | +8.0% | +27.6% | +40.2% |
| 1Y | +45.3% | +10.2% | +35.1% | +54.1% |
| All | +45.3% | +11.7% | +33.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling