+1,921.6%
MPWR vs SFM
+140.8%
+1,780.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.5% | +5.5% | +8.4% |
| 7D | +17.3% | -7.1% | +24.3% | +18.6% |
| 30D | +12.1% | -21.4% | +33.5% | +15.3% |
| 3M | +5.6% | -40.1% | +45.7% | +13.0% |
| 6M | -10.7% | -38.0% | +27.3% | -5.5% |
| YTD | +64.0% | -36.5% | +100.5% | +71.3% |
| 1Y | +55.9% | -35.2% | +91.1% | +62.1% |
| 3Y | +199.5% | +23.5% | +176.0% | +168.1% |
| 5Y | +176.6% | +109.7% | +66.9% | +119.1% |
| 10Y | +1,921.6% | +132.6% | +1,789.0% | +1,395.7% |
| All | +1,921.6% | +140.8% | +1,780.8% | +1,395.7% |
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