+1,650.0%
MPWR vs VFC
-69.1%
+1,719.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.3% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -13.1% | -11.9% | -1.1% | -9.0% |
| 3M | -21.7% | -20.2% | -1.6% | -16.3% |
| 6M | +19.5% | -23.0% | +42.5% | +28.9% |
| YTD | +34.9% | -26.2% | +61.1% | +47.1% |
| 1Y | +42.0% | -13.3% | +55.3% | +43.2% |
| 3Y | +148.8% | -25.5% | +174.3% | +133.9% |
| 5Y | +156.8% | -78.1% | +234.9% | +325.3% |
| 10Y | +1,650.0% | -68.8% | +1,718.8% | +2,492.6% |
| All | +1,650.0% | -69.1% | +1,719.1% | +2,492.6% |
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