+1,542.6%
MPWR vs ACGL
+337.7%
+1,205.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +6.4% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | -16.5% | +13.7% | -30.2% | -21.4% |
| 3M | -12.3% | +8.0% | -20.3% | -15.8% |
| 6M | -27.7% | +13.3% | -41.0% | -33.2% |
| YTD | +32.0% | +11.8% | +20.2% | +22.0% |
| 1Y | +25.1% | +22.2% | +2.8% | +10.5% |
| 3Y | +146.5% | +32.5% | +114.0% | +101.1% |
| 5Y | +126.0% | +160.2% | -34.1% | +22.8% |
| All | +1,542.6% | +337.7% | +1,205.0% | +600.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling