+1,791.8%
MPWR vs FIVE
+562.8%
+1,229.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.2% | +7.3% | -5.1% | -0.5% |
| 30D | -2.1% | +18.1% | -20.1% | -8.5% |
| 3M | -1.6% | +7.7% | -9.3% | -5.3% |
| 6M | -14.9% | +13.6% | -28.6% | -20.9% |
| YTD | +50.5% | +34.6% | +15.9% | +30.2% |
| 1Y | +40.0% | +66.2% | -26.3% | +10.8% |
| 3Y | +175.0% | +43.5% | +131.5% | +110.0% |
| 5Y | +162.0% | +20.7% | +141.3% | +107.6% |
| 10Y | +1,791.8% | +541.5% | +1,250.4% | +884.5% |
| All | +1,791.8% | +562.8% | +1,229.1% | +884.5% |
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