+1,542.6%
MPWR vs ACM
+155.0%
+1,387.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -1.7% | +5.4% | -7.1% | -4.7% |
| 30D | -16.5% | +15.1% | -31.6% | -23.4% |
| 3M | -12.3% | -10.5% | -1.8% | -8.1% |
| 6M | -27.7% | -19.7% | -8.0% | -20.1% |
| YTD | +32.0% | -28.8% | +60.8% | +55.7% |
| 1Y | +25.1% | -47.9% | +73.0% | +79.4% |
| 3Y | +146.5% | -12.4% | +158.9% | +155.6% |
| 5Y | +126.0% | +0.6% | +125.5% | +120.0% |
| All | +1,542.6% | +155.0% | +1,387.6% | +904.6% |
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