+1,679.2%
MPWR vs FHN
+125.8%
+1,553.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.8% | -2.6% | -10.3% | -12.0% |
| 3M | -21.3% | 0.0% | -21.3% | -21.5% |
| 6M | +13.7% | +9.2% | +4.5% | +10.0% |
| YTD | +33.3% | +4.3% | +28.9% | +31.0% |
| 1Y | +41.3% | +10.8% | +30.5% | +35.4% |
| 3Y | +145.8% | +130.7% | +15.1% | +84.9% |
| 5Y | +155.6% | +87.4% | +68.3% | +89.3% |
| 10Y | +1,679.2% | +126.9% | +1,552.4% | +1,013.1% |
| All | +1,679.2% | +125.8% | +1,553.4% | +1,013.1% |
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