+155.2%
MPWR vs FTV
+2.3%
+152.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.8% |
| 7D | -2.6% | -4.5% | +1.9% | +1.7% |
| 30D | -9.0% | -7.1% | -2.0% | -2.5% |
| 3M | -25.8% | -7.2% | -18.7% | -21.8% |
| 6M | +11.8% | -1.5% | +13.3% | +10.5% |
| YTD | +35.5% | +3.5% | +32.0% | +23.2% |
| 1Y | +45.3% | +20.3% | +25.0% | +10.2% |
| 3Y | +138.5% | -3.1% | +141.6% | +132.1% |
| All | +155.2% | +2.3% | +152.9% | +108.9% |
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 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