+296.9%
MPWR vs AFRM
-25.4%
+322.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.9% | +6.1% | +8.3% |
| 7D | +17.3% | -10.3% | +27.5% | +20.4% |
| 30D | +12.1% | -13.7% | +25.8% | +15.9% |
| 3M | +5.6% | -11.6% | +17.2% | +7.9% |
| 6M | -10.7% | +2.1% | -12.8% | -12.3% |
| YTD | +64.0% | -8.9% | +72.8% | +62.7% |
| 1Y | +55.9% | -9.7% | +65.6% | +54.5% |
| 3Y | +199.5% | +202.5% | -3.0% | +106.5% |
| 5Y | +176.6% | -55.3% | +231.9% | +111.9% |
| All | +296.9% | -25.4% | +322.3% | +177.8% |
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