+156.2%
MPWR vs SFM
+116.0%
+40.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.3% | -4.1% |
| 7D | +16.8% | +6.0% | +10.8% | +16.0% |
| 30D | +11.9% | -19.5% | +31.3% | +14.1% |
| 3M | +2.2% | -37.0% | +39.2% | +7.5% |
| 6M | -15.5% | -41.0% | +25.5% | -10.6% |
| YTD | +54.2% | -34.6% | +88.8% | +59.3% |
| 1Y | +51.5% | -36.3% | +87.7% | +57.0% |
| 3Y | +180.2% | +24.5% | +155.7% | +145.1% |
| All | +156.2% | +116.0% | +40.3% | +123.1% |
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