+191.7%
MPWR vs SFM
+25.7%
+166.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | +27.9% | -0.4% | +28.4% | +27.9% |
| 30D | +9.7% | -19.2% | +28.9% | +10.9% |
| 3M | +1.7% | -40.3% | +42.0% | +5.5% |
| 6M | -9.2% | -40.9% | +31.6% | -5.9% |
| YTD | +60.5% | -35.5% | +96.0% | +63.9% |
| 1Y | +52.0% | -37.4% | +89.5% | +55.9% |
| All | +191.7% | +25.7% | +166.0% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling