+14,415.2%
MPWR vs IFF
+244.3%
+14,170.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -13.1% | -0.3% | -12.7% | -13.1% |
| 3M | -21.7% | +18.6% | -40.3% | -29.8% |
| 6M | +19.5% | +17.4% | +2.1% | +6.3% |
| YTD | +34.9% | +28.5% | +6.4% | +13.0% |
| 1Y | +42.0% | +32.5% | +9.4% | +15.9% |
| 3Y | +148.8% | +34.1% | +114.8% | +97.2% |
| 5Y | +156.8% | -35.2% | +192.0% | +200.5% |
| 10Y | +1,650.0% | -21.1% | +1,671.1% | +1,575.7% |
| All | +14,415.2% | +244.3% | +14,170.9% | +5,241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling