+180.2%
MPWR vs USFR
+14.4%
+165.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.6% |
| 7D | +16.8% | +0.1% | +16.7% | +18.0% |
| 30D | +11.9% | +0.4% | +11.5% | +18.3% |
| 3M | +2.2% | +1.1% | +1.2% | +21.1% |
| 6M | -15.5% | +2.0% | -17.5% | +18.4% |
| YTD | +54.2% | +3.5% | +50.7% | +158.0% |
| 1Y | +51.5% | +4.1% | +47.4% | +171.7% |
| 3Y | +180.2% | +14.4% | +165.9% | +805.1% |
| All | +180.2% | +14.4% | +165.9% | +805.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling