+41.3%
MPWR vs SFM
-47.5%
+88.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.4% |
| 7D | -1.3% | -7.2% | +5.9% | -1.6% |
| 30D | -12.8% | -14.3% | +1.5% | -13.5% |
| 3M | -21.3% | -13.7% | -7.6% | -21.8% |
| 6M | +13.7% | -6.0% | +19.8% | +13.4% |
| YTD | +33.3% | -8.2% | +41.5% | +33.5% |
| 1Y | +41.3% | -46.2% | +87.5% | +27.9% |
| All | +41.3% | -47.5% | +88.8% | +27.9% |
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 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