+157.9%
MPWR vs EFX
-33.0%
+191.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +4.0% |
| 7D | -2.6% | -8.6% | +6.1% | +1.7% |
| 30D | -9.0% | +0.1% | -9.1% | -9.9% |
| 3M | -25.8% | +3.8% | -29.7% | -30.2% |
| 6M | +11.8% | -13.5% | +25.3% | +16.1% |
| YTD | +35.5% | -17.7% | +53.2% | +42.4% |
| 1Y | +45.3% | -25.6% | +70.9% | +61.7% |
| 3Y | +138.5% | -12.1% | +150.5% | +123.3% |
| All | +157.9% | -33.0% | +191.0% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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