+1,632.0%
MPWR vs ACM
+130.7%
+1,501.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -2.6% | -3.7% | +1.2% | -0.3% |
| 30D | -9.0% | -11.1% | +2.1% | -3.8% |
| 3M | -25.8% | -8.0% | -17.8% | -24.0% |
| 6M | +11.8% | -29.7% | +41.4% | +35.1% |
| YTD | +35.5% | -29.4% | +64.9% | +61.2% |
| 1Y | +45.3% | -46.4% | +91.7% | +105.7% |
| 3Y | +138.5% | -22.3% | +160.8% | +167.7% |
| 5Y | +152.8% | +4.5% | +148.3% | +141.9% |
| All | +1,632.0% | +130.7% | +1,501.4% | +985.6% |
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