-5.6%
ARM vs MPWR
-20.5%
+14.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.2% | -0.9% |
| 7D | -18.7% | +4.1% | -22.8% | -21.9% |
| 30D | -36.7% | -14.8% | -21.9% | -27.1% |
| 3M | -31.6% | -5.4% | -26.2% | -28.7% |
| 6M | -5.6% | -19.6% | +14.0% | +16.5% |
| All | -5.6% | -20.5% | +14.8% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling