+1,650.0%
MPWR vs SFM
+293.3%
+1,356.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.6% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | -13.1% | -11.4% | -1.7% | -11.5% |
| 3M | -21.7% | -12.2% | -9.5% | -20.5% |
| 6M | +19.5% | -5.2% | +24.7% | +19.1% |
| YTD | +34.9% | -4.5% | +39.4% | +33.8% |
| 1Y | +42.0% | -45.4% | +87.4% | +54.7% |
| 3Y | +148.8% | +91.1% | +57.7% | +110.7% |
| 5Y | +156.8% | +226.8% | -70.0% | +93.0% |
| 10Y | +1,650.0% | +291.9% | +1,358.1% | +1,136.5% |
| All | +1,650.0% | +293.3% | +1,356.7% | +1,136.5% |
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