+42.0%
MPWR vs FTV
+19.1%
+22.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -13.1% | -8.3% | -4.7% | -11.3% |
| 3M | -21.7% | -7.4% | -14.3% | -20.4% |
| 6M | +19.5% | -1.2% | +20.7% | +18.4% |
| YTD | +34.9% | +2.7% | +32.2% | +31.2% |
| 1Y | +42.0% | +18.4% | +23.5% | +29.9% |
| All | +42.0% | +19.1% | +22.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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