+1,677.2%
MPWR vs IEFA
+148.3%
+1,528.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +2.4% |
| 7D | +0.9% | -1.6% | +2.4% | +3.6% |
| 30D | -13.4% | -1.5% | -11.9% | -11.1% |
| 3M | -22.2% | +3.4% | -25.6% | -26.1% |
| 6M | +15.7% | +9.5% | +6.2% | +0.9% |
| YTD | +36.7% | +13.0% | +23.6% | +13.2% |
| 1Y | +47.9% | +18.0% | +29.9% | +15.0% |
| 3Y | +159.7% | +65.4% | +94.3% | +22.1% |
| 5Y | +159.1% | +51.6% | +107.6% | +45.4% |
| All | +1,677.2% | +148.3% | +1,528.8% | +459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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