+156.8%
MPWR vs FERG
+72.9%
+83.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -0.6% | +3.4% | -4.0% | -3.1% |
| 30D | -13.1% | -11.5% | -1.5% | -5.2% |
| 3M | -21.7% | +1.3% | -23.0% | -23.5% |
| 6M | +19.5% | -1.0% | +20.5% | +19.3% |
| YTD | +34.9% | +3.2% | +31.7% | +30.3% |
| 1Y | +42.0% | -3.0% | +44.9% | +42.3% |
| 3Y | +148.8% | +55.0% | +93.8% | +64.3% |
| 5Y | +156.8% | +72.6% | +84.2% | +42.5% |
| All | +156.8% | +72.9% | +83.9% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling