+148.8%
MPWR vs AIG
+34.0%
+114.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | -13.1% | -5.2% | -7.9% | -11.8% |
| 3M | -21.7% | +1.5% | -23.2% | -22.8% |
| 6M | +19.5% | -3.9% | +23.5% | +20.1% |
| YTD | +34.9% | -11.6% | +46.5% | +40.1% |
| 1Y | +42.0% | -2.9% | +44.9% | +39.0% |
| 3Y | +148.8% | +33.7% | +115.1% | +105.9% |
| All | +148.8% | +34.0% | +114.8% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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