+16,096.1%
MPWR vs RJF
+1,649.2%
+14,446.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +2.2% | +4.0% | -1.8% | +0.3% |
| 30D | -2.1% | +6.1% | -8.2% | -5.2% |
| 3M | -1.6% | -5.8% | +4.3% | +0.9% |
| 6M | -14.9% | +9.7% | -24.6% | -20.2% |
| YTD | +50.5% | +6.2% | +44.4% | +43.7% |
| 1Y | +40.0% | +5.3% | +34.7% | +34.2% |
| 3Y | +175.0% | +74.4% | +100.5% | +104.5% |
| 5Y | +162.0% | +81.6% | +80.4% | +92.6% |
| 10Y | +1,791.8% | +333.6% | +1,458.3% | +787.9% |
| All | +16,096.1% | +1,649.2% | +14,446.9% | +2,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling