+198.0%
MPWR vs AA
+73.1%
+124.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.3% | +7.8% |
| 7D | +17.3% | +1.1% | +16.1% | +17.2% |
| 30D | +12.1% | -1.3% | +13.3% | +13.2% |
| 3M | +5.6% | -23.9% | +29.5% | +18.2% |
| 6M | -10.7% | -36.8% | +26.1% | +6.9% |
| YTD | +64.0% | -22.2% | +86.1% | +75.0% |
| 1Y | +55.9% | +10.4% | +45.6% | +41.2% |
| All | +198.0% | +73.1% | +124.9% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling