+1,542.6%
MPWR vs AG
+89.9%
+1,452.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.9% |
| 7D | -1.7% | +6.3% | -8.1% | -2.9% |
| 30D | -16.5% | -8.9% | -7.6% | -15.2% |
| 3M | -12.3% | -12.2% | -0.1% | -10.6% |
| 6M | -27.7% | -28.3% | +0.6% | -24.2% |
| YTD | +32.0% | -8.8% | +40.8% | +31.2% |
| 1Y | +25.1% | +39.4% | -14.3% | +15.7% |
| 3Y | +146.5% | +229.4% | -82.9% | +91.8% |
| 5Y | +126.0% | +14.5% | +111.5% | +95.1% |
| All | +1,542.6% | +89.9% | +1,452.7% | +1,200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling