+1,632.0%
MPWR vs FDS
+87.3%
+1,544.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +2.4% |
| 7D | -2.6% | -1.9% | -0.7% | -1.8% |
| 30D | -9.0% | +9.0% | -18.1% | -13.1% |
| 3M | -25.8% | +18.9% | -44.7% | -34.4% |
| 6M | +11.8% | +35.1% | -23.4% | -11.7% |
| YTD | +35.5% | +5.5% | +30.0% | +22.8% |
| 1Y | +45.3% | -16.8% | +62.1% | +51.8% |
| 3Y | +138.5% | -28.1% | +166.5% | +172.1% |
| 5Y | +152.8% | -17.4% | +170.2% | +158.3% |
| All | +1,632.0% | +87.3% | +1,544.7% | +926.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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