+125.2%
MPWR vs FTV
+12.0%
+113.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | -16.5% | +15.7% | -32.2% | -27.7% |
| 3M | -12.3% | +7.5% | -19.8% | -18.6% |
| 6M | -27.7% | +8.5% | -36.2% | -34.7% |
| YTD | +32.0% | +18.8% | +13.2% | +4.5% |
| 1Y | +25.1% | +28.5% | -3.5% | -9.9% |
| 3Y | +146.5% | +34.0% | +112.5% | +67.8% |
| All | +125.2% | +12.0% | +113.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling