+114.8%
MPWR vs FIX
+929.6%
-814.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -11.6% | +1.3% | -3.7% |
| 7D | -5.6% | -27.2% | +21.6% | +12.1% |
| 30D | -23.2% | -46.9% | +23.7% | +9.0% |
| 3M | -15.8% | -44.4% | +28.6% | +15.8% |
| 6M | -28.5% | -50.9% | +22.4% | +5.4% |
| YTD | +25.5% | +3.5% | +21.9% | +21.6% |
| 1Y | +13.9% | -2.1% | +16.0% | +13.1% |
| 3Y | +134.6% | +418.7% | -284.2% | -22.3% |
| 5Y | +114.8% | +894.6% | -779.7% | -59.1% |
| All | +114.8% | +929.6% | -814.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling