+43.0%
MPWR vs AMGN
+44.6%
-1.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.1% | +9.6% | +1.0% |
| 7D | -0.6% | -10.3% | +9.7% | +0.8% |
| 30D | -13.1% | -3.8% | -9.3% | -13.0% |
| 3M | -21.7% | +14.4% | -36.1% | -25.2% |
| 6M | +19.5% | +7.8% | +11.7% | +15.8% |
| YTD | +34.9% | +22.6% | +12.3% | +28.9% |
| All | +43.0% | +44.6% | -1.5% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling