+136.7%
MPWR vs SFM
+108.0%
+28.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.0% | -4.4% | -4.7% | -8.7% |
| 3M | -25.8% | +1.5% | -27.4% | -26.1% |
| 6M | +11.8% | +6.5% | +5.3% | +10.1% |
| YTD | +35.5% | +2.2% | +33.3% | +34.0% |
| 1Y | +45.3% | -41.9% | +87.2% | +59.3% |
| All | +136.7% | +108.0% | +28.8% | +98.7% |
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