-15.5%
MPWR vs IFF
+5.0%
-20.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.0% |
| 7D | +16.8% | -1.8% | +18.6% | +17.1% |
| 30D | +11.9% | -9.4% | +21.3% | +12.4% |
| 3M | +2.2% | -3.0% | +5.2% | +1.6% |
| 6M | -15.5% | +5.8% | -21.3% | -19.4% |
| All | -15.5% | +5.0% | -20.5% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling