+32.5%
MPWR vs AFL
+18.6%
+14.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -4.3% |
| 7D | +4.1% | +2.9% | +1.2% | +6.4% |
| 30D | -14.8% | +11.5% | -26.3% | -7.5% |
| 3M | -5.4% | +0.6% | -6.0% | -3.8% |
| 6M | -19.6% | +11.7% | -31.3% | -14.3% |
| YTD | +39.8% | +15.4% | +24.4% | +49.8% |
| 1Y | +32.5% | +17.6% | +15.0% | +43.2% |
| All | +32.5% | +18.6% | +14.0% | +43.2% |
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