+32.5%
MPWR vs FIX
+14.3%
+18.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.1% | +10.0% | +4.0% |
| 7D | +4.1% | -18.9% | +23.0% | +17.0% |
| 30D | -14.8% | -36.3% | +21.5% | +11.3% |
| 3M | -5.4% | -38.5% | +33.1% | +25.9% |
| 6M | -19.6% | -42.3% | +22.7% | +11.6% |
| YTD | +39.8% | +17.1% | +22.7% | +34.2% |
| 1Y | +32.5% | +14.4% | +18.1% | +28.1% |
| All | +32.5% | +14.3% | +18.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling