+1,788.2%
MPWR vs EFV
+163.3%
+1,624.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.4% |
| 7D | +16.8% | +2.5% | +14.3% | +13.3% |
| 30D | +11.9% | +2.9% | +8.9% | +7.5% |
| 3M | +2.2% | -1.4% | +3.6% | +4.3% |
| 6M | -15.5% | +5.5% | -21.0% | -21.2% |
| YTD | +54.2% | +16.1% | +38.1% | +26.8% |
| 1Y | +51.5% | +20.3% | +31.2% | +18.7% |
| 3Y | +180.2% | +90.4% | +89.8% | +20.9% |
| 5Y | +156.8% | +93.5% | +63.3% | +11.2% |
| All | +1,788.2% | +163.3% | +1,624.9% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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