+1,542.6%
MPWR vs FDS
+135.4%
+1,407.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +6.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.9% |
| 30D | -16.5% | +20.2% | -36.7% | -23.6% |
| 3M | -12.3% | +19.9% | -32.1% | -20.9% |
| 6M | -27.7% | +56.2% | -83.9% | -47.0% |
| YTD | +32.0% | +14.6% | +17.4% | +13.5% |
| 1Y | +25.1% | +31.6% | -6.5% | -3.9% |
| 3Y | +146.5% | -23.8% | +170.3% | +172.3% |
| 5Y | +126.0% | -22.6% | +148.6% | +146.1% |
| All | +1,542.6% | +135.4% | +1,407.3% | +774.0% |
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