+7,256.8%
MPWR vs FIVE
+868.1%
+6,388.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.9% |
| 7D | -2.6% | +4.3% | -6.8% | -4.0% |
| 30D | -9.0% | +12.5% | -21.5% | -13.0% |
| 3M | -25.8% | +31.2% | -57.1% | -32.9% |
| 6M | +11.8% | +14.4% | -2.6% | +5.1% |
| YTD | +35.5% | +33.9% | +1.6% | +20.7% |
| 1Y | +45.3% | +65.1% | -19.7% | +20.3% |
| 3Y | +138.5% | +49.0% | +89.5% | +88.3% |
| 5Y | +152.8% | +30.3% | +122.5% | +104.2% |
| 10Y | +1,616.6% | +481.1% | +1,135.5% | +865.5% |
| All | +7,256.8% | +868.1% | +6,388.7% | +3,856.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling