+14,479.0%
MPWR vs AMGN
+990.6%
+13,488.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -2.6% | +1.1% | -3.7% | -3.1% |
| 30D | -9.0% | +7.8% | -16.9% | -12.3% |
| 3M | -25.8% | +27.3% | -53.1% | -34.2% |
| 6M | +11.8% | +16.8% | -5.1% | +3.1% |
| YTD | +35.5% | +36.3% | -0.8% | +16.0% |
| 1Y | +45.3% | +60.4% | -15.1% | +14.6% |
| 3Y | +138.5% | +86.3% | +52.1% | +70.2% |
| 5Y | +152.8% | +125.7% | +27.1% | +60.8% |
| 10Y | +1,616.6% | +247.0% | +1,369.6% | +782.7% |
| All | +14,479.0% | +990.6% | +13,488.5% | +3,778.1% |
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