+5,902.4%
MPWR vs FERG
+1,348.4%
+4,554.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.3% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | -9.0% | -10.2% | +1.1% | -6.8% |
| 3M | -25.8% | -0.6% | -25.3% | -25.9% |
| 6M | +11.8% | -6.5% | +18.3% | +13.6% |
| YTD | +35.5% | +4.2% | +31.3% | +34.5% |
| 1Y | +45.3% | -2.3% | +47.6% | +46.1% |
| 3Y | +138.5% | +48.5% | +90.0% | +122.0% |
| 5Y | +152.8% | +72.0% | +80.7% | +128.1% |
| 10Y | +1,616.6% | +369.9% | +1,246.7% | +1,402.4% |
| All | +5,902.4% | +1,348.4% | +4,554.0% | +4,902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling