+167.3%
MPWR vs FDX
+73.8%
+93.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | +27.9% | +0.8% | +27.1% | +27.5% |
| 30D | +9.7% | +9.9% | -0.2% | +4.0% |
| 3M | +1.7% | -1.9% | +3.6% | +2.4% |
| 6M | -9.2% | +6.1% | -15.3% | -13.3% |
| YTD | +60.5% | +38.8% | +21.7% | +30.7% |
| 1Y | +52.0% | +50.0% | +2.1% | +18.3% |
| 3Y | +193.1% | +71.0% | +122.1% | +98.9% |
| 5Y | +167.3% | +72.5% | +94.8% | +65.6% |
| All | +167.3% | +73.8% | +93.5% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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