+1,632.7%
MPWR vs FIX
+5,813.3%
-4,180.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | -2.6% | +6.0% | -8.6% | -5.5% |
| 30D | -9.0% | -7.2% | -1.8% | -5.7% |
| 3M | -25.8% | -15.9% | -10.0% | -19.2% |
| 6M | +11.8% | +12.7% | -1.0% | +5.2% |
| YTD | +35.5% | +72.8% | -37.3% | +3.2% |
| 1Y | +45.3% | +122.9% | -77.6% | -4.1% |
| 3Y | +138.5% | +774.3% | -635.9% | -23.9% |
| 5Y | +152.8% | +2,049.5% | -1,896.7% | -47.5% |
| All | +1,632.7% | +5,813.3% | -4,180.6% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling