+25.1%
MPWR vs FIX
+3.4%
+21.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +1.9% |
| 7D | -1.7% | -17.5% | +15.7% | +9.5% |
| 30D | -16.5% | -41.6% | +25.1% | +15.1% |
| 3M | -12.3% | -40.6% | +28.3% | +19.0% |
| 6M | -27.7% | -49.4% | +21.6% | +8.2% |
| YTD | +32.0% | +9.2% | +22.8% | +34.5% |
| 1Y | +25.1% | +6.5% | +18.6% | +28.6% |
| All | +25.1% | +3.4% | +21.7% | +28.6% |
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 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