+176.6%
MPWR vs ACM
+4.8%
+171.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.5% | +9.3% |
| 7D | +17.3% | +3.0% | +14.2% | +15.3% |
| 30D | +12.1% | +19.7% | -7.6% | -1.2% |
| 3M | +5.6% | +5.3% | +0.3% | 0.0% |
| 6M | -10.7% | -10.8% | +0.1% | -5.9% |
| YTD | +64.0% | -25.1% | +89.0% | +96.5% |
| 1Y | +55.9% | -45.8% | +101.7% | +152.6% |
| 3Y | +199.5% | -9.4% | +208.8% | +182.2% |
| 5Y | +176.6% | +4.8% | +171.8% | +124.6% |
| All | +176.6% | +4.8% | +171.7% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling