+160.1%
MPWR vs FERG
+82.8%
+77.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +11.2% | +5.4% | +8.0% |
| 7D | +11.6% | +7.3% | +4.2% | +6.2% |
| 30D | +0.1% | +18.1% | -18.0% | -11.5% |
| 3M | -0.8% | +1.6% | -2.5% | -2.4% |
| 6M | -13.0% | +8.5% | -21.6% | -19.1% |
| YTD | +53.9% | +18.6% | +35.4% | +34.2% |
| 1Y | +45.8% | +5.7% | +40.1% | +38.2% |
| 3Y | +194.3% | +74.0% | +120.2% | +79.4% |
| 5Y | +160.1% | +83.9% | +76.3% | +34.3% |
| All | +160.1% | +82.8% | +77.4% | +34.3% |
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