+167.3%
MPWR vs IFF
-39.0%
+206.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.9% |
| 7D | +27.9% | -6.9% | +34.9% | +32.0% |
| 30D | +9.7% | -8.9% | +18.6% | +13.9% |
| 3M | +1.7% | -3.7% | +5.4% | +2.8% |
| 6M | -9.2% | +3.5% | -12.7% | -12.2% |
| YTD | +60.5% | +21.2% | +39.3% | +40.7% |
| 1Y | +52.0% | +25.6% | +26.4% | +30.2% |
| 3Y | +193.1% | +19.7% | +173.4% | +149.8% |
| 5Y | +167.3% | -39.8% | +207.1% | +257.8% |
| All | +167.3% | -39.0% | +206.3% | +257.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling