+203.7%
MPWR vs AFRM
-23.4%
+227.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.8% | -2.4% | -8.5% |
| 7D | -5.6% | -6.9% | +1.3% | -4.1% |
| 30D | -23.2% | -7.0% | -16.3% | -22.0% |
| 3M | -15.8% | -11.2% | -4.6% | -14.1% |
| 6M | -28.5% | +4.3% | -32.8% | -30.2% |
| YTD | +25.5% | -6.4% | +31.9% | +23.7% |
| 1Y | +13.9% | -2.6% | +16.5% | +10.7% |
| 3Y | +134.6% | +210.6% | -76.0% | +59.8% |
| 5Y | +114.8% | -57.6% | +172.4% | +64.8% |
| All | +203.7% | -23.4% | +227.1% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling