+6,039.8%
MPWR vs SFM
+46.8%
+5,993.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | +27.9% | -0.4% | +28.4% | +28.0% |
| 30D | +9.7% | -19.2% | +28.9% | +12.4% |
| 3M | +1.7% | -40.3% | +42.0% | +9.0% |
| 6M | -9.2% | -40.9% | +31.6% | -3.1% |
| YTD | +60.5% | -35.5% | +96.0% | +67.4% |
| 1Y | +52.0% | -37.4% | +89.5% | +59.3% |
| 3Y | +193.1% | +25.5% | +167.7% | +163.9% |
| 5Y | +167.3% | +113.0% | +54.2% | +114.1% |
| 10Y | +1,878.8% | +136.3% | +1,742.5% | +1,371.2% |
| All | +6,039.8% | +46.8% | +5,993.0% | +5,000.6% |
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