+194.3%
MPWR vs AEP
+82.1%
+112.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.4% | +15.2% | +17.1% |
| 7D | +11.6% | -1.5% | +13.1% | +10.8% |
| 30D | +0.1% | +4.5% | -4.4% | +1.8% |
| 3M | -0.8% | +2.8% | -3.7% | +0.2% |
| 6M | -13.0% | -0.7% | -12.4% | -13.0% |
| YTD | +53.9% | +13.8% | +40.1% | +62.1% |
| 1Y | +45.8% | +9.0% | +36.9% | +51.1% |
| 3Y | +194.3% | +83.0% | +111.3% | +270.1% |
| All | +194.3% | +82.1% | +112.1% | +270.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling