+1,632.7%
MPWR vs FICO
+605.7%
+1,027.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +8.8% |
| 7D | -2.6% | -19.2% | +16.6% | +6.7% |
| 30D | -9.0% | -14.6% | +5.6% | -3.9% |
| 3M | -25.8% | -20.1% | -5.7% | -21.9% |
| 6M | +11.8% | -36.3% | +48.1% | +27.7% |
| YTD | +35.5% | -44.9% | +80.4% | +65.7% |
| 1Y | +45.3% | -38.6% | +83.9% | +60.2% |
| 3Y | +138.5% | +4.0% | +134.5% | +69.6% |
| 5Y | +152.8% | +99.5% | +53.2% | +11.1% |
| All | +1,632.7% | +605.7% | +1,027.0% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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