+194.3%
MPWR vs AMGN
+87.0%
+107.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.0% | +15.6% | +16.4% |
| 7D | +11.6% | 0.0% | +11.6% | +11.7% |
| 30D | +0.1% | +12.1% | -12.0% | -2.5% |
| 3M | -0.8% | +13.9% | -14.7% | -4.3% |
| 6M | -13.0% | +42.1% | -55.2% | -21.8% |
| YTD | +53.9% | +45.0% | +8.9% | +38.1% |
| 1Y | +45.8% | +49.3% | -3.5% | +29.5% |
| 3Y | +194.3% | +92.8% | +101.5% | +123.0% |
| All | +194.3% | +87.0% | +107.2% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling