+3,159.5%
MPWR vs FWONK
+274.4%
+2,885.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | -13.1% | -7.7% | -5.4% | -10.2% |
| 3M | -21.7% | +9.3% | -31.0% | -25.3% |
| 6M | +19.5% | +13.3% | +6.2% | +11.6% |
| YTD | +34.9% | -3.6% | +38.5% | +34.7% |
| 1Y | +42.0% | -6.8% | +48.7% | +43.3% |
| 3Y | +148.8% | +43.9% | +104.9% | +103.3% |
| 5Y | +156.8% | +94.4% | +62.4% | +84.6% |
| 10Y | +1,650.0% | +353.8% | +1,296.2% | +784.9% |
| All | +3,159.5% | +274.4% | +2,885.1% | +1,470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 all: compounded portfolio wealth divided by compounded FWONK 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…
all analysis · Full analysis span regression · 6 months rolling