+5,747.1%
MPWR vs FERG
+1,382.0%
+4,365.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.4% |
| 7D | -1.7% | -2.1% | +0.3% | -1.2% |
| 30D | -16.5% | +8.7% | -25.2% | -18.2% |
| 3M | -12.3% | -7.4% | -4.9% | -10.7% |
| 6M | -27.7% | -6.6% | -21.1% | -26.7% |
| YTD | +32.0% | +6.6% | +25.4% | +30.3% |
| 1Y | +25.1% | -3.6% | +28.7% | +26.2% |
| 3Y | +146.5% | +56.4% | +90.1% | +127.4% |
| 5Y | +126.0% | +67.5% | +58.5% | +103.1% |
| 10Y | +1,582.7% | +434.6% | +1,148.1% | +1,356.1% |
| All | +5,747.1% | +1,382.0% | +4,365.2% | +4,747.0% |
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 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