+7,675.2%
MPWR vs FANG
+1,373.6%
+6,301.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | -13.1% | +6.8% | -19.8% | -14.4% |
| 3M | -21.7% | +1.3% | -23.0% | -22.3% |
| 6M | +19.5% | +11.8% | +7.7% | +15.5% |
| YTD | +34.9% | +35.1% | -0.2% | +24.5% |
| 1Y | +42.0% | +48.9% | -7.0% | +27.6% |
| 3Y | +148.8% | +42.8% | +106.0% | +124.7% |
| 5Y | +156.8% | +230.3% | -73.5% | +93.1% |
| 10Y | +1,650.0% | +167.0% | +1,483.0% | +1,081.6% |
| All | +7,675.2% | +1,373.6% | +6,301.6% | +3,853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling