+1,786.5%
MPWR vs USFR
+28.5%
+1,758.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | 0.0% | +16.6% | +16.6% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | +0.1% | +0.4% | -0.2% | -0.2% |
| 3M | -0.8% | +1.1% | -1.9% | -1.7% |
| 6M | -13.0% | +2.0% | -15.0% | -14.5% |
| YTD | +53.9% | +3.4% | +50.5% | +48.9% |
| 1Y | +45.8% | +4.1% | +41.7% | +40.0% |
| 3Y | +194.3% | +14.3% | +179.9% | +144.5% |
| 5Y | +160.1% | +21.3% | +138.9% | +94.6% |
| 10Y | +1,786.5% | +28.5% | +1,758.0% | +1,223.2% |
| All | +1,786.5% | +28.5% | +1,758.0% | +1,223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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