+180.2%
MPWR vs ACM
-9.1%
+189.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +16.8% | +5.6% | +11.2% | +13.6% |
| 30D | +11.9% | +20.8% | -9.0% | +1.2% |
| 3M | +2.2% | +11.4% | -9.2% | -4.3% |
| 6M | -15.5% | +0.9% | -16.4% | -18.0% |
| YTD | +54.2% | -24.8% | +79.0% | +81.3% |
| 1Y | +51.5% | -46.4% | +97.9% | +141.6% |
| 3Y | +180.2% | -9.2% | +189.4% | +164.2% |
| All | +180.2% | -9.1% | +189.3% | +164.2% |
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