+114.8%
MPWR vs FN
+148.3%
-33.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -14.2% | +4.0% | -3.2% |
| 7D | -5.6% | -16.0% | +10.4% | +2.3% |
| 30D | -23.2% | -40.1% | +16.9% | -2.0% |
| 3M | -15.8% | -43.9% | +28.1% | +8.9% |
| 6M | -28.5% | -55.6% | +27.1% | +1.4% |
| YTD | +25.5% | -35.7% | +61.1% | +41.2% |
| 1Y | +13.9% | -39.8% | +53.7% | +31.1% |
| 3Y | +134.6% | +80.3% | +54.3% | +33.0% |
| 5Y | +114.8% | +143.3% | -28.4% | -11.4% |
| All | +114.8% | +148.3% | -33.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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