+62.5%
MPWR vs FRMI
-92.8%
+155.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +17.5% | -8.6% | +6.8% |
| 7D | +17.3% | -0.5% | +17.8% | +17.1% |
| 30D | +12.1% | -44.3% | +56.4% | +17.7% |
| 3M | +5.6% | -74.6% | +80.2% | +18.5% |
| 6M | -10.7% | -66.3% | +55.6% | -3.4% |
| YTD | +64.0% | -77.4% | +141.3% | +82.4% |
| 1Y | +55.9% | -91.7% | +147.7% | +76.7% |
| All | +62.5% | -92.8% | +155.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling