+1,542.6%
MPWR vs FIX
+3,608.1%
-2,065.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +2.4% |
| 7D | -1.7% | -17.5% | +15.7% | +7.9% |
| 30D | -16.5% | -41.6% | +25.1% | +9.1% |
| 3M | -12.3% | -40.6% | +28.3% | +13.2% |
| 6M | -27.7% | -49.4% | +21.6% | +1.2% |
| YTD | +32.0% | +9.2% | +22.8% | +25.4% |
| 1Y | +25.1% | +6.5% | +18.6% | +19.6% |
| 3Y | +146.5% | +448.7% | -302.2% | -2.8% |
| 5Y | +126.0% | +948.7% | -822.7% | -36.2% |
| All | +1,542.6% | +3,608.1% | -2,065.5% | +158.9% |
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