+32.1%
MPWR vs FRMI
-78.0%
+110.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.0% |
| 7D | -1.3% | +15.9% | -17.2% | -2.5% |
| 30D | -12.8% | -6.0% | -6.9% | -12.6% |
| 3M | -21.3% | -1.6% | -19.7% | -22.2% |
| 6M | +13.7% | -30.7% | +44.4% | +14.5% |
| YTD | +33.3% | -30.9% | +64.2% | +34.6% |
| All | +32.1% | -78.0% | +110.1% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling