+125.2%
MPWR vs ACM
-2.7%
+127.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -1.7% | +5.4% | -7.1% | -5.3% |
| 30D | -16.5% | +15.1% | -31.6% | -24.6% |
| 3M | -12.3% | -10.5% | -1.8% | -6.8% |
| 6M | -27.7% | -19.7% | -8.0% | -17.4% |
| YTD | +32.0% | -28.8% | +60.8% | +63.6% |
| 1Y | +25.1% | -47.9% | +73.0% | +106.9% |
| 3Y | +146.5% | -12.4% | +158.9% | +135.9% |
| All | +125.2% | -2.7% | +127.9% | +89.9% |
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