+1,679.2%
MPWR vs AMGN
+210.7%
+1,468.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.3% | -11.6% | +10.4% | +4.1% |
| 30D | -12.8% | -5.7% | -7.2% | -11.1% |
| 3M | -21.3% | +14.2% | -35.5% | -27.2% |
| 6M | +13.7% | +5.2% | +8.6% | +9.3% |
| YTD | +33.3% | +22.0% | +11.3% | +18.7% |
| 1Y | +41.3% | +43.6% | -2.3% | +15.2% |
| 3Y | +145.8% | +65.0% | +80.8% | +79.4% |
| 5Y | +155.6% | +112.0% | +43.6% | +55.3% |
| 10Y | +1,679.2% | +216.6% | +1,462.7% | +775.1% |
| All | +1,679.2% | +210.7% | +1,468.5% | +775.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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