+156.2%
MPWR vs DFNS
-100.0%
+256.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -3.9% |
| 7D | +16.8% | -6.0% | +22.8% | +16.8% |
| 30D | +11.9% | -71.2% | +83.0% | +11.9% |
| 3M | +2.2% | -94.5% | +96.7% | +2.2% |
| 6M | -15.5% | -96.5% | +81.1% | -15.7% |
| YTD | +54.2% | -99.6% | +153.8% | +54.2% |
| 1Y | +51.5% | -99.7% | +151.1% | +51.5% |
| 3Y | +180.2% | -100.0% | +280.2% | +176.5% |
| All | +156.2% | -100.0% | +256.2% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling