+134.3%
MPWR vs FIX
+420.3%
-286.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -11.6% | +1.3% | -3.8% |
| 7D | -5.6% | -27.2% | +21.6% | +11.6% |
| 30D | -23.2% | -46.9% | +23.7% | +8.0% |
| 3M | -15.8% | -44.4% | +28.6% | +15.0% |
| 6M | -28.5% | -50.9% | +22.4% | +4.5% |
| YTD | +25.5% | +3.5% | +21.9% | +23.3% |
| 1Y | +13.9% | -2.1% | +16.0% | +14.5% |
| All | +134.3% | +420.3% | -286.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling