+146.5%
MPWR vs USFR
+14.4%
+132.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.5% |
| 7D | -1.7% | +0.1% | -1.8% | -0.2% |
| 30D | -16.5% | +0.4% | -16.9% | -11.0% |
| 3M | -12.3% | +1.1% | -13.3% | +4.7% |
| 6M | -27.7% | +2.1% | -29.8% | +2.6% |
| YTD | +32.0% | +3.4% | +28.6% | +123.6% |
| 1Y | +25.1% | +4.1% | +21.0% | +130.7% |
| 3Y | +146.5% | +14.4% | +132.1% | +995.0% |
| All | +146.5% | +14.4% | +132.1% | +995.0% |
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