+1,677.2%
MPWR vs FANG
+182.5%
+1,494.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +0.9% | +2.9% | -2.0% | +0.2% |
| 30D | -13.4% | +2.6% | -16.0% | -14.0% |
| 3M | -22.2% | +7.6% | -29.8% | -23.8% |
| 6M | +15.7% | +17.3% | -1.7% | +10.3% |
| YTD | +36.7% | +38.7% | -2.0% | +24.8% |
| 1Y | +47.9% | +51.6% | -3.7% | +31.8% |
| 3Y | +159.7% | +50.0% | +109.7% | +130.8% |
| 5Y | +159.1% | +237.6% | -78.4% | +92.9% |
| All | +1,677.2% | +182.5% | +1,494.7% | +1,135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling