+212.7%
MPWR vs FGI
-70.3%
+283.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -5.6% | -11.6% | +6.0% | -5.5% |
| 30D | -23.2% | -3.3% | -19.9% | -23.2% |
| 3M | -15.8% | +65.6% | -81.4% | -17.7% |
| 6M | -28.5% | -2.8% | -25.8% | -29.3% |
| YTD | +25.5% | +30.1% | -4.7% | +21.4% |
| 1Y | +13.9% | +50.2% | -36.3% | +9.3% |
| 3Y | +134.6% | -0.4% | +135.0% | +123.1% |
| All | +212.7% | -70.3% | +283.0% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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