+14,101.9%
MPWR vs FLUT
+615.2%
+13,486.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.4% |
| 7D | -1.7% | -1.1% | -0.7% | -1.7% |
| 30D | -16.5% | +7.7% | -24.2% | -17.3% |
| 3M | -12.3% | -12.2% | -0.1% | -11.5% |
| 6M | -27.7% | -17.6% | -10.2% | -27.1% |
| YTD | +32.0% | -62.0% | +94.0% | +44.7% |
| 1Y | +25.1% | -62.3% | +87.3% | +37.1% |
| 3Y | +146.5% | -52.0% | +198.4% | +163.8% |
| 5Y | +126.0% | -51.8% | +177.8% | +137.2% |
| 10Y | +1,582.7% | -26.3% | +1,609.0% | +1,648.1% |
| All | +14,101.9% | +615.2% | +13,486.7% | +14,645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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