+136.7%
MPWR vs FICO
+4.8%
+131.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +3.2% |
| 7D | -2.6% | -19.2% | +16.6% | +0.2% |
| 30D | -9.0% | -14.6% | +5.6% | -7.4% |
| 3M | -25.8% | -20.1% | -5.7% | -25.0% |
| 6M | +11.8% | -36.3% | +48.1% | +19.0% |
| YTD | +35.5% | -44.9% | +80.4% | +50.6% |
| 1Y | +45.3% | -38.6% | +83.9% | +51.3% |
| All | +136.7% | +4.8% | +131.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling