+40.0%
MPWR vs AMGN
+49.1%
-9.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.2% | +0.9% | +1.3% | +2.3% |
| 30D | -2.1% | +12.1% | -14.2% | -3.0% |
| 3M | -1.6% | +12.2% | -13.7% | -3.0% |
| 6M | -14.9% | +42.1% | -57.1% | -21.5% |
| YTD | +50.5% | +45.0% | +5.5% | +44.0% |
| 1Y | +40.0% | +47.7% | -7.7% | +34.2% |
| All | +40.0% | +49.1% | -9.2% | +34.2% |
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