+198.0%
MPWR vs FDS
-22.8%
+220.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.2% | +9.4% |
| 7D | +17.3% | -2.1% | +19.4% | +16.8% |
| 30D | +12.1% | +16.0% | -3.9% | +14.7% |
| 3M | +5.6% | +18.8% | -13.2% | +9.1% |
| 6M | -10.7% | +54.1% | -64.8% | -6.6% |
| YTD | +64.0% | +17.0% | +47.0% | +82.3% |
| 1Y | +55.9% | +25.5% | +30.4% | +68.5% |
| All | +198.0% | -22.8% | +220.7% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling