+500.0%
APP vs MPWR
+230.5%
+269.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.6% | +7.5% |
| 7D | +71.2% | -1.7% | +73.0% | +69.7% |
| 30D | +39.1% | -16.5% | +55.6% | +48.3% |
| 3M | +16.5% | -12.3% | +28.8% | +19.7% |
| 6M | -16.6% | -27.7% | +11.2% | -9.6% |
| YTD | -41.9% | +32.0% | -73.9% | -55.8% |
| 1Y | -37.0% | +25.1% | -62.1% | -50.5% |
| 3Y | +892.4% | +146.5% | +745.9% | +325.6% |
| 5Y | +297.3% | +126.0% | +171.2% | +67.4% |
| All | +500.0% | +230.5% | +269.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling