+14,479.0%
MPWR vs AEP
+751.0%
+13,728.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | +1.8% | -4.4% | -3.3% |
| 30D | -9.0% | -0.8% | -8.2% | -8.8% |
| 3M | -25.8% | -1.8% | -24.0% | -25.8% |
| 6M | +11.8% | -5.4% | +17.1% | +13.2% |
| YTD | +35.5% | +10.4% | +25.1% | +28.5% |
| 1Y | +45.3% | +18.2% | +27.2% | +33.5% |
| 3Y | +138.5% | +79.0% | +59.5% | +74.3% |
| 5Y | +152.8% | +64.8% | +87.9% | +88.5% |
| 10Y | +1,616.6% | +170.8% | +1,445.7% | +845.2% |
| All | +14,479.0% | +751.0% | +13,728.0% | +4,038.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling