+156.2%
MPWR vs ACGL
+173.3%
-17.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.0% |
| 7D | +16.8% | +2.2% | +14.6% | +16.3% |
| 30D | +11.9% | +12.3% | -0.4% | +9.0% |
| 3M | +2.2% | +11.8% | -9.6% | -0.5% |
| 6M | -15.5% | +17.5% | -32.9% | -19.7% |
| YTD | +54.2% | +14.3% | +39.9% | +47.1% |
| 1Y | +51.5% | +18.2% | +33.3% | +42.6% |
| 3Y | +180.2% | +33.2% | +147.1% | +144.3% |
| All | +156.2% | +173.3% | -17.1% | +35.1% |
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 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