+146.5%
MPWR vs ACM
-12.3%
+158.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -1.7% | +5.4% | -7.1% | -4.4% |
| 30D | -16.5% | +15.1% | -31.6% | -22.6% |
| 3M | -12.3% | -10.5% | -1.8% | -7.5% |
| 6M | -27.7% | -19.7% | -8.0% | -18.4% |
| YTD | +32.0% | -28.8% | +60.8% | +59.7% |
| 1Y | +25.1% | -47.9% | +73.0% | +99.3% |
| 3Y | +146.5% | -12.4% | +158.9% | +130.4% |
| All | +146.5% | -12.3% | +158.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling