+1,650.0%
MPWR vs FTI
+304.2%
+1,345.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -13.1% | +12.3% | -25.4% | -16.0% |
| 3M | -21.7% | +13.8% | -35.5% | -24.7% |
| 6M | +19.5% | +24.3% | -4.8% | +12.0% |
| YTD | +34.9% | +75.8% | -40.9% | +14.9% |
| 1Y | +42.0% | +99.6% | -57.7% | +16.4% |
| 3Y | +148.8% | +278.4% | -129.6% | +70.6% |
| 5Y | +156.8% | +1,168.7% | -1,011.9% | +25.1% |
| 10Y | +1,650.0% | +297.5% | +1,352.5% | +842.1% |
| All | +1,650.0% | +304.2% | +1,345.8% | +842.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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