+156.2%
MPWR vs ACM
+1.1%
+155.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.3% |
| 7D | +16.8% | +5.6% | +11.2% | +12.6% |
| 30D | +11.9% | +20.8% | -9.0% | -2.2% |
| 3M | +2.2% | +11.4% | -9.2% | -6.5% |
| 6M | -15.5% | +0.9% | -16.4% | -19.3% |
| YTD | +54.2% | -24.8% | +79.0% | +84.3% |
| 1Y | +51.5% | -46.4% | +97.9% | +149.1% |
| 3Y | +180.2% | -9.2% | +189.4% | +163.6% |
| All | +156.2% | +1.1% | +155.1% | +108.6% |
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