+14,944.6%
MPWR vs FIX
+19,799.7%
-4,855.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.1% | +10.0% | +1.8% |
| 7D | +4.1% | -18.9% | +23.0% | +13.8% |
| 30D | -14.8% | -36.3% | +21.5% | +3.6% |
| 3M | -5.4% | -38.5% | +33.1% | +16.6% |
| 6M | -19.6% | -42.3% | +22.7% | +2.2% |
| YTD | +39.8% | +17.1% | +22.7% | +29.3% |
| 1Y | +32.5% | +14.4% | +18.1% | +23.3% |
| 3Y | +161.4% | +486.7% | -325.2% | +12.9% |
| 5Y | +144.5% | +1,083.7% | -939.3% | -22.6% |
| 10Y | +1,682.6% | +3,932.4% | -2,249.9% | +212.6% |
| All | +14,944.6% | +19,799.7% | -4,855.1% | +1,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling