-10.7%
MPWR vs EFA
+2.4%
-13.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.2% |
| 7D | +17.3% | -1.0% | +18.3% | +20.3% |
| 30D | +12.1% | +1.6% | +10.5% | +8.8% |
| 3M | +5.6% | -3.2% | +8.8% | +14.7% |
| 6M | -10.7% | +2.5% | -13.2% | -15.1% |
| All | -10.7% | +2.4% | -13.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 6mo: compounded portfolio wealth divided by compounded EFA 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…
6mo analysis · Full analysis span regression · 6 months rolling