+155.2%
MPWR vs AA
+10.5%
+144.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -9.0% | +5.0% | -14.0% | -11.0% |
| 3M | -25.8% | -35.8% | +10.0% | -13.1% |
| 6M | +11.8% | -18.4% | +30.1% | +17.9% |
| YTD | +35.5% | -5.5% | +41.0% | +34.1% |
| 1Y | +45.3% | +61.0% | -15.6% | +15.8% |
| 3Y | +138.5% | +66.2% | +72.2% | +78.6% |
| All | +155.2% | +10.5% | +144.7% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling