+114.8%
MPWR vs ACGL
+174.7%
-59.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.1% | -10.2% | -10.3% |
| 7D | -5.6% | +6.4% | -12.0% | -6.8% |
| 30D | -23.2% | +16.6% | -39.8% | -25.8% |
| 3M | -15.8% | +11.6% | -27.4% | -17.9% |
| 6M | -28.5% | +17.5% | -46.0% | -32.0% |
| YTD | +25.5% | +15.3% | +10.2% | +19.5% |
| 1Y | +13.9% | +26.3% | -12.4% | +4.7% |
| 3Y | +134.6% | +35.9% | +98.6% | +103.0% |
| 5Y | +114.8% | +168.2% | -53.3% | +14.8% |
| All | +114.8% | +174.7% | -59.9% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling