+16,096.1%
MPWR vs AMGN
+1,060.4%
+15,035.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | -2.1% | +12.1% | -14.2% | -7.2% |
| 3M | -1.6% | +12.2% | -13.7% | -7.3% |
| 6M | -14.9% | +42.1% | -57.1% | -28.8% |
| YTD | +50.5% | +45.0% | +5.5% | +24.5% |
| 1Y | +40.0% | +47.7% | -7.7% | +14.5% |
| 3Y | +175.0% | +90.4% | +84.5% | +93.8% |
| 5Y | +162.0% | +154.9% | +7.0% | +56.5% |
| 10Y | +1,791.8% | +313.6% | +1,478.3% | +799.3% |
| All | +16,096.1% | +1,060.4% | +15,035.7% | +4,063.8% |
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