+1,791.8%
MPWR vs FIX
+3,723.8%
-1,932.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.2% | -13.9% | +16.1% | +10.3% |
| 30D | -2.1% | -35.5% | +33.5% | +22.1% |
| 3M | -1.6% | -33.9% | +32.4% | +20.8% |
| 6M | -14.9% | -43.3% | +28.4% | +12.8% |
| YTD | +50.5% | +18.7% | +31.9% | +37.4% |
| 1Y | +40.0% | +13.8% | +26.2% | +29.7% |
| 3Y | +175.0% | +495.0% | -320.0% | +4.0% |
| 5Y | +162.0% | +1,049.0% | -887.1% | -29.5% |
| 10Y | +1,791.8% | +3,644.4% | -1,852.6% | +184.6% |
| All | +1,791.8% | +3,723.8% | -1,932.0% | +184.6% |
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