+55.9%
MPWR vs FIX
+21.5%
+34.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.0% | +3.9% | +5.7% |
| 7D | +17.3% | +6.4% | +10.8% | +13.2% |
| 30D | +12.1% | -29.1% | +41.2% | +37.2% |
| 3M | +5.6% | -31.1% | +36.8% | +31.1% |
| 6M | -10.7% | -42.8% | +32.1% | +24.1% |
| YTD | +64.0% | +24.6% | +39.3% | +55.0% |
| 1Y | +55.9% | +21.9% | +34.0% | +48.7% |
| All | +55.9% | +21.5% | +34.4% | +48.7% |
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