+47.9%
MPWR vs AJG
-17.2%
+65.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +3.5% |
| 7D | +0.9% | -8.3% | +9.1% | -3.5% |
| 30D | -13.4% | -5.7% | -7.7% | -15.6% |
| 3M | -22.2% | +9.1% | -31.3% | -18.6% |
| 6M | +15.7% | +15.2% | +0.4% | +24.5% |
| YTD | +36.7% | -6.3% | +43.0% | +42.6% |
| 1Y | +47.9% | -19.1% | +67.0% | +50.1% |
| All | +47.9% | -17.2% | +65.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling