+32.1%
MPWR vs AAOX
-92.4%
+124.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.0% | +8.9% | -0.7% |
| 7D | +27.9% | +22.0% | +5.9% | +24.2% |
| 30D | +9.7% | -76.8% | +86.5% | +25.9% |
| 3M | +1.7% | -90.7% | +92.5% | +25.2% |
| 6M | -9.2% | -97.2% | +88.0% | +16.4% |
| All | +32.1% | -92.4% | +124.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 all: compounded portfolio wealth divided by compounded AAOX 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…
all analysis · Full analysis span regression · 6 months rolling