+136.7%
MPWR vs FIX
+782.4%
-645.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.2% |
| 7D | -2.6% | +6.0% | -8.6% | -5.7% |
| 30D | -9.0% | -7.2% | -1.8% | -5.5% |
| 3M | -25.8% | -15.9% | -10.0% | -18.7% |
| 6M | +11.8% | +12.7% | -1.0% | +4.9% |
| YTD | +35.5% | +72.8% | -37.3% | +2.0% |
| 1Y | +45.3% | +122.9% | -77.6% | -5.9% |
| All | +136.7% | +782.4% | -645.7% | -26.6% |
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 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