+520.2%
MPWR vs DFNS
-100.0%
+620.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +12.7% | -3.8% | +8.9% |
| 7D | +17.3% | -13.0% | +30.2% | +17.3% |
| 30D | +12.1% | -56.9% | +69.0% | +12.1% |
| 3M | +5.6% | -93.2% | +98.8% | +5.6% |
| 6M | -10.7% | -95.4% | +84.7% | -10.9% |
| YTD | +64.0% | -99.5% | +163.5% | +64.0% |
| 1Y | +55.9% | -99.6% | +155.6% | +56.0% |
| 3Y | +199.5% | -100.0% | +299.4% | +193.1% |
| 5Y | +176.6% | -100.0% | +276.5% | +188.2% |
| All | +520.2% | -100.0% | +620.2% | +559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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