+125.2%
MPWR vs AEM
+298.2%
-173.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.8% |
| 7D | -1.7% | +15.8% | -17.6% | -6.2% |
| 30D | -16.5% | +6.2% | -22.7% | -18.2% |
| 3M | -12.3% | +14.3% | -26.6% | -16.1% |
| 6M | -27.7% | +1.4% | -29.1% | -28.8% |
| YTD | +32.0% | +13.7% | +18.3% | +25.3% |
| 1Y | +25.1% | +21.3% | +3.8% | +16.6% |
| 3Y | +146.5% | +309.9% | -163.4% | +64.0% |
| All | +125.2% | +298.2% | -173.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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