+14,101.9%
MPWR vs FFIV
+1,382.7%
+12,719.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | -1.7% | -8.1% | +6.4% | +2.2% |
| 30D | -16.5% | -33.4% | +16.9% | -1.1% |
| 3M | -12.3% | -24.7% | +12.5% | -2.0% |
| 6M | -27.7% | -8.8% | -18.9% | -26.0% |
| YTD | +32.0% | +21.8% | +10.2% | +17.5% |
| 1Y | +25.1% | +25.3% | -0.2% | +9.8% |
| 3Y | +146.5% | +101.2% | +45.3% | +77.9% |
| 5Y | +126.0% | +40.2% | +85.8% | +93.7% |
| 10Y | +1,582.7% | +129.0% | +1,453.7% | +1,082.1% |
| All | +14,101.9% | +1,382.7% | +12,719.2% | +4,646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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