+155.2%
MPWR vs FIVE
+31.2%
+124.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -1.3% |
| 7D | -2.6% | +4.3% | -6.8% | -4.4% |
| 30D | -9.0% | +12.5% | -21.5% | -14.0% |
| 3M | -25.8% | +31.2% | -57.1% | -34.6% |
| 6M | +11.8% | +14.4% | -2.6% | +3.3% |
| YTD | +35.5% | +33.9% | +1.6% | +16.7% |
| 1Y | +45.3% | +65.1% | -19.7% | +13.7% |
| 3Y | +138.5% | +49.0% | +89.5% | +75.7% |
| All | +155.2% | +31.2% | +124.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling