+148.8%
MPWR vs IEFA
+68.7%
+80.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | +0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -2.8% |
| 30D | -13.1% | -0.6% | -12.5% | -12.1% |
| 3M | -21.7% | +6.2% | -27.9% | -29.8% |
| 6M | +19.5% | +11.2% | +8.3% | -1.0% |
| YTD | +34.9% | +14.2% | +20.7% | +5.7% |
| 1Y | +42.0% | +20.0% | +21.9% | +1.5% |
| 3Y | +148.8% | +68.8% | +80.0% | -6.2% |
| All | +148.8% | +68.7% | +80.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling