+219.5%
MPWR vs AFRM
-25.1%
+244.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +5.7% |
| 7D | -1.7% | -7.3% | +5.5% | -0.1% |
| 30D | -16.5% | -9.6% | -7.0% | -14.7% |
| 3M | -12.3% | -11.1% | -1.2% | -10.6% |
| 6M | -27.7% | +3.9% | -31.6% | -29.4% |
| YTD | +32.0% | -8.5% | +40.5% | +30.8% |
| 1Y | +25.1% | +3.3% | +21.8% | +19.9% |
| 3Y | +146.5% | +213.7% | -67.2% | +67.6% |
| 5Y | +126.0% | -58.5% | +184.6% | +74.2% |
| All | +219.5% | -25.1% | +244.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling