+32.5%
MPWR vs IFF
+44.8%
-12.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.9% | -0.2% | -4.3% |
| 7D | +4.1% | -3.3% | +7.4% | +4.6% |
| 30D | -14.8% | +5.3% | -20.1% | -15.8% |
| 3M | -5.4% | +8.9% | -14.3% | -7.2% |
| 6M | -19.6% | +26.3% | -45.9% | -23.7% |
| YTD | +39.8% | +32.2% | +7.7% | +30.3% |
| 1Y | +32.5% | +45.8% | -13.2% | +21.7% |
| All | +32.5% | +44.8% | -12.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling