+13,397.9%
MPWR vs ACGL
+2,628.1%
+10,769.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.1% | -10.2% | -10.2% |
| 7D | -5.6% | +6.4% | -12.0% | -8.6% |
| 30D | -23.2% | +16.6% | -39.8% | -29.2% |
| 3M | -15.8% | +11.6% | -27.4% | -21.0% |
| 6M | -28.5% | +17.5% | -46.0% | -35.8% |
| YTD | +25.5% | +15.3% | +10.2% | +12.9% |
| 1Y | +13.9% | +26.3% | -12.4% | -2.6% |
| 3Y | +134.6% | +35.9% | +98.6% | +85.0% |
| 5Y | +114.8% | +168.2% | -53.3% | +11.9% |
| 10Y | +1,499.3% | +352.0% | +1,147.3% | +471.6% |
| All | +13,397.9% | +2,628.1% | +10,769.8% | +2,192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling