+1,921.6%
MPWR vs FIVE
+535.9%
+1,385.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.0% | +9.4% |
| 7D | +17.3% | -0.5% | +17.8% | +17.9% |
| 30D | +12.1% | +17.4% | -5.3% | +4.9% |
| 3M | +5.6% | +7.0% | -1.4% | +1.8% |
| 6M | -10.7% | +20.5% | -31.2% | -18.8% |
| YTD | +64.0% | +33.1% | +30.8% | +42.4% |
| 1Y | +55.9% | +67.1% | -11.2% | +23.0% |
| 3Y | +199.5% | +41.9% | +157.6% | +129.6% |
| 5Y | +176.6% | +21.1% | +155.5% | +119.0% |
| 10Y | +1,921.6% | +518.8% | +1,402.8% | +960.6% |
| All | +1,921.6% | +535.9% | +1,385.7% | +960.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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