+14,101.9%
MPWR vs FXI
+206.3%
+13,895.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -1.7% | +5.7% | -7.4% | -5.0% |
| 30D | -16.5% | +4.6% | -21.1% | -18.8% |
| 3M | -12.3% | -2.8% | -9.5% | -11.2% |
| 6M | -27.7% | -6.1% | -21.7% | -25.3% |
| YTD | +32.0% | -8.0% | +40.0% | +38.6% |
| 1Y | +25.1% | -11.3% | +36.4% | +34.1% |
| 3Y | +146.5% | +42.6% | +103.9% | +98.6% |
| 5Y | +126.0% | -0.1% | +126.1% | +116.9% |
| 10Y | +1,582.7% | +22.7% | +1,560.0% | +1,405.8% |
| All | +14,101.9% | +206.3% | +13,895.6% | +7,762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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