+176.6%
MPWR vs AFL
+154.2%
+22.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.8% |
| 7D | +17.3% | +1.4% | +15.8% | +16.7% |
| 30D | +12.1% | +9.7% | +2.4% | +8.4% |
| 3M | +5.6% | +5.5% | +0.1% | +3.4% |
| 6M | -10.7% | +11.2% | -21.9% | -15.3% |
| YTD | +64.0% | +17.1% | +46.9% | +51.3% |
| 1Y | +55.9% | +14.0% | +41.9% | +45.5% |
| 3Y | +199.5% | +66.3% | +133.2% | +118.7% |
| 5Y | +176.6% | +152.7% | +23.9% | +43.0% |
| All | +176.6% | +154.2% | +22.4% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling