+43.1%
MPWR vs FTV
+31.3%
+11.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.6% | +14.0% | +15.8% |
| 7D | +11.6% | +0.4% | +11.2% | +11.6% |
| 30D | +0.1% | +17.2% | -17.1% | -3.3% |
| 3M | -0.8% | +8.9% | -9.7% | -3.0% |
| 6M | -13.0% | +11.3% | -24.3% | -15.4% |
| YTD | +53.9% | +21.9% | +32.0% | +44.3% |
| All | +43.1% | +31.3% | +11.9% | +28.2% |
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