+146.5%
MPWR vs DFNS
-100.0%
+246.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -12.2% | +17.4% | +5.2% |
| 7D | -1.7% | -44.0% | +42.3% | -1.7% |
| 30D | -16.5% | -69.1% | +52.6% | -16.5% |
| 3M | -12.3% | -95.6% | +83.4% | -12.3% |
| 6M | -27.7% | -96.2% | +68.4% | -27.9% |
| YTD | +32.0% | -99.6% | +131.6% | +32.1% |
| 1Y | +25.1% | -99.7% | +124.8% | +25.2% |
| 3Y | +146.5% | -100.0% | +246.5% | +153.1% |
| All | +146.5% | -100.0% | +246.5% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling