+1,542.6%
MPWR vs SFM
+138.2%
+1,404.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.1% | +5.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.7% |
| 30D | -16.5% | -24.8% | +8.2% | -13.6% |
| 3M | -12.3% | -43.7% | +31.4% | -5.3% |
| 6M | -27.7% | -37.3% | +9.5% | -23.9% |
| YTD | +32.0% | -38.4% | +70.4% | +38.4% |
| 1Y | +25.1% | -36.9% | +62.0% | +30.5% |
| 3Y | +146.5% | +20.7% | +125.8% | +121.3% |
| 5Y | +126.0% | +103.5% | +22.6% | +80.0% |
| All | +1,542.6% | +138.2% | +1,404.4% | +1,117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling