+1,632.7%
MPWR vs USFD
+321.9%
+1,310.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.6% | -3.0% | +0.4% | -1.6% |
| 30D | -9.0% | +3.5% | -12.6% | -10.2% |
| 3M | -25.8% | +26.6% | -52.4% | -32.5% |
| 6M | +11.8% | +11.7% | 0.0% | +6.5% |
| YTD | +35.5% | +38.1% | -2.6% | +18.7% |
| 1Y | +45.3% | +33.4% | +11.9% | +28.6% |
| 3Y | +138.5% | +155.8% | -17.4% | +68.9% |
| 5Y | +152.8% | +214.0% | -61.3% | +67.7% |
| All | +1,632.7% | +321.9% | +1,310.8% | +851.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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