+32.5%
MPWR vs SFM
-35.8%
+68.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -4.7% |
| 7D | +4.1% | -12.3% | +16.4% | +3.1% |
| 30D | -14.8% | -16.2% | +1.4% | -16.0% |
| 3M | -5.4% | -36.8% | +31.4% | -9.0% |
| 6M | -19.6% | -32.6% | +13.0% | -21.5% |
| YTD | +39.8% | -31.7% | +71.6% | +36.7% |
| 1Y | +32.5% | -35.0% | +67.5% | +29.6% |
| All | +32.5% | -35.8% | +68.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling