+155.2%
MPWR vs ACM
+5.0%
+150.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -2.6% | -3.7% | +1.2% | +0.1% |
| 30D | -9.0% | -11.1% | +2.1% | -2.5% |
| 3M | -25.8% | -8.0% | -17.8% | -23.7% |
| 6M | +11.8% | -29.7% | +41.4% | +43.1% |
| YTD | +35.5% | -29.4% | +64.9% | +68.9% |
| 1Y | +45.3% | -46.4% | +91.7% | +131.5% |
| 3Y | +138.5% | -22.3% | +160.8% | +160.9% |
| All | +155.2% | +5.0% | +150.2% | +116.3% |
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