+1,786.5%
MPWR vs FIVE
+596.6%
+1,189.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +5.6% | +11.0% | +14.3% |
| 7D | +11.6% | +6.2% | +5.4% | +9.0% |
| 30D | +0.1% | +18.2% | -18.0% | -6.5% |
| 3M | -0.8% | +3.8% | -4.7% | -3.2% |
| 6M | -13.0% | +13.7% | -26.8% | -19.1% |
| YTD | +53.9% | +34.7% | +19.2% | +33.1% |
| 1Y | +45.8% | +66.6% | -20.8% | +15.3% |
| 3Y | +194.3% | +44.3% | +150.0% | +124.3% |
| 5Y | +160.1% | +18.8% | +141.4% | +107.5% |
| 10Y | +1,786.5% | +569.2% | +1,217.3% | +896.0% |
| All | +1,786.5% | +596.6% | +1,189.9% | +896.0% |
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