+13,397.9%
MPWR vs FFIV
+1,387.0%
+12,010.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.5% | -4.8% | -7.8% |
| 7D | -5.6% | -14.2% | +8.6% | +1.1% |
| 30D | -23.2% | -33.6% | +10.4% | -8.9% |
| 3M | -15.8% | -24.2% | +8.4% | -6.2% |
| 6M | -28.5% | -8.3% | -20.3% | -27.0% |
| YTD | +25.5% | +22.1% | +3.3% | +11.6% |
| 1Y | +13.9% | +26.5% | -12.6% | -0.5% |
| 3Y | +134.6% | +102.3% | +32.2% | +68.8% |
| 5Y | +114.8% | +40.6% | +74.2% | +83.9% |
| 10Y | +1,499.3% | +129.7% | +1,369.6% | +1,022.1% |
| All | +13,397.9% | +1,387.0% | +12,010.9% | +4,405.7% |
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