+1,542.6%
MPWR vs SYF
+221.7%
+1,321.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.4% |
| 7D | -1.7% | -2.1% | +0.4% | -0.7% |
| 30D | -16.5% | +2.5% | -19.0% | -17.7% |
| 3M | -12.3% | -6.3% | -6.0% | -9.9% |
| 6M | -27.7% | -1.5% | -26.3% | -28.4% |
| YTD | +32.0% | -10.5% | +42.5% | +36.4% |
| 1Y | +25.1% | +1.5% | +23.6% | +21.2% |
| 3Y | +146.5% | +163.3% | -16.8% | +49.4% |
| 5Y | +126.0% | +66.8% | +59.3% | +64.5% |
| All | +1,542.6% | +221.7% | +1,321.0% | +773.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling