+45.3%
MPWR vs AA
+63.2%
-17.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.5% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -9.0% | +5.0% | -14.0% | -10.7% |
| 3M | -25.8% | -35.8% | +10.0% | -15.2% |
| 6M | +11.8% | -18.4% | +30.1% | +17.3% |
| YTD | +35.5% | -5.5% | +41.0% | +34.0% |
| 1Y | +45.3% | +61.0% | -15.6% | +29.3% |
| All | +45.3% | +63.2% | -17.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling