+155.6%
MPWR vs AGG
-1.7%
+157.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | -12.8% | -0.2% | -12.6% | -12.6% |
| 3M | -21.3% | -0.7% | -20.6% | -20.7% |
| 6M | +13.7% | -1.8% | +15.5% | +16.2% |
| YTD | +33.3% | -0.6% | +33.9% | +34.4% |
| 1Y | +41.3% | +0.4% | +40.9% | +41.0% |
| 3Y | +145.8% | +13.2% | +132.6% | +112.6% |
| 5Y | +155.6% | -2.0% | +157.6% | +138.4% |
| All | +155.6% | -1.7% | +157.4% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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