+1,542.6%
MPWR vs FHN
+109.0%
+1,433.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.3% |
| 7D | -1.7% | -1.0% | -0.8% | -1.4% |
| 30D | -16.5% | +0.2% | -16.7% | -16.7% |
| 3M | -12.3% | -9.0% | -3.3% | -9.4% |
| 6M | -27.7% | -6.8% | -20.9% | -26.2% |
| YTD | +32.0% | -1.5% | +33.5% | +32.3% |
| 1Y | +25.1% | +10.9% | +14.1% | +20.1% |
| 3Y | +146.5% | +119.4% | +27.1% | +88.9% |
| 5Y | +126.0% | +57.5% | +68.5% | +79.2% |
| All | +1,542.6% | +109.0% | +1,433.6% | +1,035.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling