+410.3%
MPWR vs DFNS
-99.9%
+510.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.6% |
| 30D | -13.1% | -73.2% | +60.2% | -13.1% |
| 3M | -21.7% | -72.4% | +50.7% | -22.0% |
| 6M | +19.5% | -95.2% | +114.7% | +19.4% |
| YTD | +34.9% | -98.0% | +132.9% | +34.9% |
| 1Y | +42.0% | -98.3% | +140.2% | +42.0% |
| 3Y | +148.8% | -99.9% | +248.7% | +143.5% |
| 5Y | +156.8% | -99.9% | +256.7% | +167.9% |
| All | +410.3% | -99.9% | +510.2% | +442.2% |
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