+123.1%
MPWR vs FERG
+64.3%
+58.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.8% |
| 7D | -1.7% | -2.1% | +0.3% | -0.1% |
| 30D | -16.5% | +8.7% | -25.2% | -21.7% |
| 3M | -12.3% | -7.4% | -4.9% | -7.7% |
| 6M | -27.7% | -6.6% | -21.1% | -24.9% |
| YTD | +32.0% | +6.6% | +25.4% | +24.2% |
| 1Y | +25.1% | -3.6% | +28.7% | +26.5% |
| 3Y | +146.5% | +56.4% | +90.1% | +62.2% |
| All | +123.1% | +64.3% | +58.8% | +24.3% |
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