+1,791.8%
MPWR vs FERG
+432.6%
+1,359.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +2.2% | +7.2% | -5.0% | 0.0% |
| 30D | -2.1% | +17.9% | -20.0% | -7.5% |
| 3M | -1.6% | -1.3% | -0.3% | -1.1% |
| 6M | -14.9% | +8.3% | -23.3% | -17.5% |
| YTD | +50.5% | +18.3% | +32.2% | +42.3% |
| 1Y | +40.0% | +4.7% | +35.3% | +37.6% |
| 3Y | +175.0% | +70.3% | +104.7% | +135.0% |
| 5Y | +162.0% | +84.6% | +77.3% | +112.5% |
| 10Y | +1,791.8% | +430.3% | +1,361.5% | +1,351.0% |
| All | +1,791.8% | +432.6% | +1,359.2% | +1,351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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