+1,677.2%
MPWR vs AJG
+473.1%
+1,204.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.7% |
| 7D | +0.9% | -8.3% | +9.1% | +5.4% |
| 30D | -13.4% | -5.7% | -7.7% | -11.2% |
| 3M | -22.2% | +9.1% | -31.3% | -28.3% |
| 6M | +15.7% | +15.2% | +0.4% | +1.4% |
| YTD | +36.7% | -6.3% | +43.0% | +35.1% |
| 1Y | +47.9% | -19.1% | +67.0% | +60.2% |
| 3Y | +159.7% | +8.2% | +151.5% | +108.6% |
| 5Y | +159.1% | +75.6% | +83.5% | +36.5% |
| All | +1,677.2% | +473.1% | +1,204.1% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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