+114.8%
MPWR vs FICO
+84.1%
+30.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.9% | -11.2% | -10.5% |
| 7D | -5.6% | -0.3% | -5.4% | -5.5% |
| 30D | -23.2% | +1.7% | -24.9% | -24.5% |
| 3M | -15.8% | -35.2% | +19.4% | -8.1% |
| 6M | -28.5% | -33.7% | +5.1% | -25.8% |
| YTD | +25.5% | -58.2% | +83.6% | +54.9% |
| 1Y | +13.9% | -56.6% | +70.5% | +37.4% |
| 3Y | +134.6% | -24.0% | +158.5% | +81.3% |
| 5Y | +114.8% | +86.1% | +28.8% | +2.6% |
| All | +114.8% | +84.1% | +30.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling