+37.3%
SOFI vs MPWR
+288.9%
-251.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +16.6% | -13.3% | -5.2% |
| 7D | +0.9% | +11.6% | -10.7% | -5.7% |
| 30D | +6.0% | +0.1% | +5.9% | +4.6% |
| 3M | -8.9% | -0.8% | -8.1% | -10.6% |
| 6M | +6.3% | -13.0% | +19.4% | +7.7% |
| YTD | -36.0% | +53.9% | -89.9% | -54.7% |
| 1Y | -40.6% | +45.8% | -86.4% | -56.5% |
| 3Y | +144.5% | +194.3% | -49.7% | -3.0% |
| 5Y | -24.3% | +160.1% | -184.5% | -69.5% |
| All | +37.3% | +288.9% | -251.6% | -63.3% |
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