+43.1%
MPWR vs AMGN
+49.1%
-6.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.0% | +15.6% | +16.5% |
| 7D | +11.6% | 0.0% | +11.6% | +11.8% |
| 30D | +0.1% | +12.1% | -12.0% | -0.9% |
| 3M | -0.8% | +13.9% | -14.7% | -2.6% |
| 6M | -13.0% | +42.1% | -55.2% | -19.8% |
| YTD | +53.9% | +45.0% | +8.9% | +47.2% |
| All | +43.1% | +49.1% | -6.0% | +37.2% |
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