-10.7%
MPWR vs AIG
+9.4%
-20.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +9.4% |
| 7D | +17.3% | +1.4% | +15.9% | +17.3% |
| 30D | +12.1% | +6.6% | +5.5% | +18.4% |
| 3M | +5.6% | +7.9% | -2.3% | +12.5% |
| 6M | -10.7% | +10.4% | -21.1% | 0.0% |
| All | -10.7% | +9.4% | -20.1% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling