+32.9%
SOFI vs MPWR
+233.6%
-200.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.2% | -1.6% |
| 7D | -3.3% | -1.7% | -1.5% | -2.9% |
| 30D | +3.5% | -16.5% | +20.0% | +12.9% |
| 3M | -10.4% | -12.3% | +1.8% | -5.8% |
| 6M | -0.6% | -27.7% | +27.2% | +11.6% |
| YTD | -38.1% | +32.0% | -70.1% | -52.2% |
| 1Y | -40.3% | +25.1% | -65.4% | -52.3% |
| 3Y | +116.4% | +146.5% | -30.1% | -4.8% |
| 5Y | -28.2% | +126.0% | -154.2% | -68.8% |
| All | +32.9% | +233.6% | -200.7% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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