+1,677.2%
MPWR vs IFF
-20.3%
+1,697.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | +0.9% | -3.2% | +4.0% | +2.4% |
| 30D | -13.4% | -0.3% | -13.1% | -13.4% |
| 3M | -22.2% | +8.4% | -30.7% | -26.1% |
| 6M | +15.7% | +23.0% | -7.4% | +2.1% |
| YTD | +36.7% | +25.5% | +11.2% | +18.3% |
| 1Y | +47.9% | +29.1% | +18.9% | +25.4% |
| 3Y | +159.7% | +31.7% | +128.0% | +113.3% |
| 5Y | +159.1% | -35.2% | +194.4% | +201.0% |
| All | +1,677.2% | -20.3% | +1,697.4% | +1,596.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling