+149.0%
MPWR vs FANG
+228.0%
-79.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.9% |
| 7D | -2.3% | +1.2% | -3.5% | -2.7% |
| 30D | -15.4% | +2.4% | -17.8% | -16.2% |
| 3M | -19.4% | +5.1% | -24.4% | -21.2% |
| 6M | +12.7% | +16.4% | -3.7% | +5.2% |
| YTD | +31.3% | +39.0% | -7.6% | +13.9% |
| 1Y | +39.7% | +50.6% | -11.0% | +16.6% |
| 3Y | +142.2% | +46.9% | +95.3% | +100.5% |
| 5Y | +149.0% | +238.2% | -89.3% | +84.0% |
| All | +149.0% | +228.0% | -79.0% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling