+14,101.9%
MPWR vs VFC
+188.3%
+13,913.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -1.7% | +11.2% | -13.0% | -6.0% |
| 30D | -16.5% | +41.5% | -58.0% | -28.3% |
| 3M | -12.3% | +38.9% | -51.2% | -24.2% |
| 6M | -27.7% | +6.1% | -33.9% | -31.5% |
| YTD | +32.0% | +14.5% | +17.5% | +20.1% |
| 1Y | +25.1% | +46.0% | -20.9% | +1.6% |
| 3Y | +146.5% | +36.4% | +110.1% | +78.8% |
| 5Y | +126.0% | -67.5% | +193.6% | +215.5% |
| 10Y | +1,582.7% | -45.8% | +1,628.5% | +1,526.7% |
| All | +14,101.9% | +188.3% | +13,913.6% | +6,394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling