+155.2%
MPWR vs FDS
-17.4%
+172.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.5% |
| 7D | -2.6% | -1.9% | -0.7% | -2.3% |
| 30D | -9.0% | +9.0% | -18.1% | -10.7% |
| 3M | -25.8% | +18.9% | -44.7% | -29.2% |
| 6M | +11.8% | +35.1% | -23.4% | -0.6% |
| YTD | +35.5% | +5.5% | +30.0% | +35.8% |
| 1Y | +45.3% | -16.8% | +62.1% | +67.6% |
| 3Y | +138.5% | -28.1% | +166.5% | +196.7% |
| All | +155.2% | -17.4% | +172.6% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling