+14,101.9%
MPWR vs FDS
+1,087.5%
+13,014.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +7.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.9% |
| 30D | -16.5% | +20.2% | -36.7% | -25.1% |
| 3M | -12.3% | +19.9% | -32.1% | -22.6% |
| 6M | -27.7% | +56.2% | -83.9% | -48.9% |
| YTD | +32.0% | +14.6% | +17.4% | +8.0% |
| 1Y | +25.1% | +31.6% | -6.5% | -7.3% |
| 3Y | +146.5% | -23.8% | +170.3% | +151.3% |
| 5Y | +126.0% | -22.6% | +148.6% | +129.3% |
| 10Y | +1,582.7% | +139.3% | +1,443.4% | +746.2% |
| All | +14,101.9% | +1,087.5% | +13,014.4% | +3,230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling