+1,865.4%
MPWR vs FIX
+3,612.7%
-1,747.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.6% |
| 7D | +27.9% | +16.9% | +11.0% | +18.6% |
| 30D | +9.7% | -30.6% | +40.3% | +31.8% |
| 3M | +1.7% | -35.1% | +36.8% | +26.0% |
| 6M | -9.2% | -44.0% | +34.8% | +21.2% |
| YTD | +60.5% | +21.0% | +39.4% | +45.1% |
| 1Y | +52.0% | +16.2% | +35.9% | +39.5% |
| 3Y | +193.1% | +506.9% | -313.7% | +9.9% |
| 5Y | +167.3% | +1,051.1% | -883.8% | -28.2% |
| All | +1,865.4% | +3,612.7% | -1,747.2% | +198.5% |
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