+194.3%
MPWR vs RJF
+74.9%
+119.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.1% | +13.5% | +14.6% |
| 7D | +11.6% | +3.4% | +8.2% | +9.3% |
| 30D | +0.1% | +5.9% | -5.8% | -3.7% |
| 3M | -0.8% | -4.6% | +3.8% | +1.8% |
| 6M | -13.0% | +9.5% | -22.5% | -20.3% |
| YTD | +53.9% | +6.0% | +47.9% | +43.8% |
| 1Y | +45.8% | +4.3% | +41.5% | +37.9% |
| 3Y | +194.3% | +76.6% | +117.7% | +77.5% |
| All | +194.3% | +74.9% | +119.4% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling