+14,479.0%
MPWR vs RJF
+1,748.8%
+12,730.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -9.0% | -1.3% | -7.8% | -8.7% |
| 3M | -25.8% | +18.9% | -44.7% | -32.8% |
| 6M | +11.8% | +15.0% | -3.3% | +2.8% |
| YTD | +35.5% | +12.2% | +23.3% | +26.2% |
| 1Y | +45.3% | +5.6% | +39.7% | +39.2% |
| 3Y | +138.5% | +74.9% | +63.6% | +77.7% |
| 5Y | +152.8% | +106.6% | +46.1% | +74.7% |
| 10Y | +1,616.6% | +433.1% | +1,183.5% | +632.4% |
| All | +14,479.0% | +1,748.8% | +12,730.3% | +2,312.0% |
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