+1,786.5%
MPWR vs VFC
-44.8%
+1,831.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.6% | +14.0% | +15.6% |
| 7D | +11.6% | +7.7% | +3.9% | +8.7% |
| 30D | +0.1% | +39.2% | -39.1% | -11.8% |
| 3M | -0.8% | +40.3% | -41.1% | -13.0% |
| 6M | -13.0% | +11.4% | -24.4% | -18.3% |
| YTD | +53.9% | +17.5% | +36.4% | +40.6% |
| 1Y | +45.8% | +45.9% | 0.0% | +21.7% |
| 3Y | +194.3% | +47.3% | +146.9% | +117.5% |
| 5Y | +160.1% | -67.2% | +227.3% | +273.3% |
| 10Y | +1,786.5% | -46.1% | +1,832.6% | +2,195.6% |
| All | +1,786.5% | -44.8% | +1,831.3% | +2,195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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