+17,540.7%
MPWR vs AMGN
+1,067.6%
+16,473.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +8.6% |
| 7D | +17.3% | -2.2% | +19.4% | +18.7% |
| 30D | +12.1% | +12.1% | 0.0% | +6.3% |
| 3M | +5.6% | +13.6% | -8.0% | -1.1% |
| 6M | -10.7% | +43.9% | -54.7% | -25.6% |
| YTD | +64.0% | +45.9% | +18.0% | +35.3% |
| 1Y | +55.9% | +42.1% | +13.8% | +30.0% |
| 3Y | +199.5% | +91.6% | +107.9% | +110.6% |
| 5Y | +176.6% | +158.5% | +18.1% | +64.2% |
| 10Y | +1,921.6% | +323.2% | +1,598.4% | +851.8% |
| All | +17,540.7% | +1,067.6% | +16,473.1% | +4,423.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling