+114.8%
MPWR vs FIVE
+15.3%
+99.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.3% | -6.0% | -8.5% |
| 7D | -5.6% | -1.7% | -3.9% | -5.1% |
| 30D | -23.2% | +14.9% | -38.2% | -27.9% |
| 3M | -15.8% | +7.6% | -23.4% | -19.5% |
| 6M | -28.5% | +6.4% | -35.0% | -32.1% |
| YTD | +25.5% | +28.1% | -2.6% | +9.3% |
| 1Y | +13.9% | +54.7% | -40.8% | -9.0% |
| 3Y | +134.6% | +36.1% | +98.5% | +80.1% |
| 5Y | +114.8% | +14.9% | +100.0% | +68.9% |
| All | +114.8% | +15.3% | +99.6% | +68.9% |
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