+41.3%
MPWR vs AEP
+19.8%
+21.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.1% |
| 30D | -12.8% | +1.5% | -14.3% | -12.5% |
| 3M | -21.3% | -1.7% | -19.6% | -22.2% |
| 6M | +13.7% | -4.0% | +17.8% | +12.2% |
| YTD | +33.3% | +10.6% | +22.7% | +31.2% |
| 1Y | +41.3% | +18.6% | +22.7% | +39.0% |
| All | +41.3% | +19.8% | +21.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling