+1,542.6%
MPWR vs USFD
+369.7%
+1,172.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | -1.7% | +3.0% | -4.7% | -3.1% |
| 30D | -16.5% | +11.1% | -27.6% | -19.9% |
| 3M | -12.3% | -0.3% | -12.0% | -12.7% |
| 6M | -27.7% | +15.9% | -43.6% | -32.4% |
| YTD | +32.0% | +41.6% | -9.6% | +14.0% |
| 1Y | +25.1% | +49.4% | -24.3% | +5.8% |
| 3Y | +146.5% | +157.8% | -11.4% | +73.3% |
| 5Y | +126.0% | +176.6% | -50.6% | +54.0% |
| All | +1,542.6% | +369.7% | +1,172.9% | +767.8% |
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