+412.6%
MPWR vs DFNS
-99.9%
+512.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -2.6% | -16.0% | +13.4% | -2.6% |
| 30D | -9.0% | -77.7% | +68.7% | -9.1% |
| 3M | -25.8% | -77.2% | +51.4% | -26.0% |
| 6M | +11.8% | -95.2% | +106.9% | +11.7% |
| YTD | +35.5% | -98.0% | +133.5% | +35.5% |
| 1Y | +45.3% | -98.3% | +143.6% | +45.4% |
| 3Y | +138.5% | -99.9% | +238.3% | +133.7% |
| 5Y | +152.8% | -99.9% | +252.6% | +164.2% |
| All | +412.6% | -99.9% | +512.4% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling