+5,083.9%
MPWR vs SFM
+132.6%
+4,951.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.0% | -4.4% | -4.7% | -8.5% |
| 3M | -25.8% | +1.5% | -27.4% | -26.4% |
| 6M | +11.8% | +6.5% | +5.3% | +9.3% |
| YTD | +35.5% | +2.2% | +33.3% | +33.0% |
| 1Y | +45.3% | -41.9% | +87.2% | +56.4% |
| 3Y | +138.5% | +106.8% | +31.7% | +100.2% |
| 5Y | +152.8% | +231.6% | -78.8% | +90.8% |
| 10Y | +1,616.6% | +258.4% | +1,358.2% | +1,104.2% |
| All | +5,083.9% | +132.6% | +4,951.3% | +3,950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling