+6,711.2%
MPWR vs FIVE
+826.1%
+5,885.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.3% | -6.0% | -8.8% |
| 7D | -5.6% | -1.7% | -3.9% | -5.2% |
| 30D | -23.2% | +14.9% | -38.2% | -27.0% |
| 3M | -15.8% | +7.6% | -23.4% | -18.7% |
| 6M | -28.5% | +6.4% | -35.0% | -31.3% |
| YTD | +25.5% | +28.1% | -2.6% | +12.8% |
| 1Y | +13.9% | +54.7% | -40.8% | -4.2% |
| 3Y | +134.6% | +36.1% | +98.5% | +90.2% |
| 5Y | +114.8% | +14.9% | +100.0% | +79.6% |
| 10Y | +1,499.3% | +578.8% | +920.5% | +783.8% |
| All | +6,711.2% | +826.1% | +5,885.1% | +3,598.0% |
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 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