+1,632.7%
MPWR vs ACGL
+276.1%
+1,356.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.6% |
| 7D | -2.6% | -0.7% | -1.8% | -2.3% |
| 30D | -9.0% | -1.0% | -8.0% | -8.8% |
| 3M | -25.8% | +11.0% | -36.9% | -30.5% |
| 6M | +11.8% | -0.3% | +12.1% | +9.8% |
| YTD | +35.5% | +2.3% | +33.2% | +30.9% |
| 1Y | +45.3% | +6.4% | +38.9% | +36.8% |
| 3Y | +138.5% | +34.0% | +104.5% | +92.0% |
| 5Y | +152.8% | +161.6% | -8.9% | +36.3% |
| All | +1,632.7% | +276.1% | +1,356.7% | +653.1% |
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