+155.2%
MPWR vs FIS
-62.1%
+217.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | -9.0% | -2.2% | -6.8% | -8.7% |
| 3M | -25.8% | +2.1% | -28.0% | -27.4% |
| 6M | +11.8% | -14.7% | +26.4% | +15.2% |
| YTD | +35.5% | -35.7% | +71.2% | +55.5% |
| 1Y | +45.3% | -37.1% | +82.4% | +67.7% |
| 3Y | +138.5% | -20.0% | +158.5% | +145.6% |
| All | +155.2% | -62.1% | +217.3% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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