+1,865.4%
MPWR vs ACM
+131.3%
+1,734.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +27.9% | +5.1% | +22.8% | +24.4% |
| 30D | +9.7% | +18.7% | -9.0% | -1.2% |
| 3M | +1.7% | +15.5% | -13.7% | -8.1% |
| 6M | -9.2% | +1.2% | -10.4% | -12.8% |
| YTD | +60.5% | -25.2% | +85.7% | +85.2% |
| 1Y | +52.0% | -46.3% | +98.3% | +118.1% |
| 3Y | +193.1% | -9.6% | +202.7% | +198.3% |
| 5Y | +167.3% | +4.4% | +162.9% | +152.8% |
| All | +1,865.4% | +131.3% | +1,734.1% | +1,041.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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