+14,479.0%
MPWR vs FIX
+29,264.0%
-14,785.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -2.6% | +6.0% | -8.6% | -5.2% |
| 30D | -9.0% | -7.2% | -1.8% | -6.1% |
| 3M | -25.8% | -15.9% | -10.0% | -19.9% |
| 6M | +11.8% | +12.7% | -1.0% | +6.0% |
| YTD | +35.5% | +72.8% | -37.3% | +6.0% |
| 1Y | +45.3% | +122.9% | -77.6% | +0.1% |
| 3Y | +138.5% | +774.3% | -635.9% | -13.7% |
| 5Y | +152.8% | +2,049.5% | -1,896.7% | -38.0% |
| 10Y | +1,616.6% | +5,821.5% | -4,204.9% | +153.4% |
| All | +14,479.0% | +29,264.0% | -14,785.0% | +846.7% |
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 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