+155.2%
MPWR vs SFM
+230.0%
-74.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.5% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.0% | -4.4% | -4.7% | -8.6% |
| 3M | -25.8% | +1.5% | -27.4% | -26.3% |
| 6M | +11.8% | +6.5% | +5.3% | +9.5% |
| YTD | +35.5% | +2.2% | +33.3% | +33.3% |
| 1Y | +45.3% | -41.9% | +87.2% | +58.2% |
| 3Y | +138.5% | +106.8% | +31.7% | +97.5% |
| All | +155.2% | +230.0% | -74.8% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling