+159.7%
MPWR vs AJG
+8.2%
+151.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +3.8% |
| 7D | +0.9% | -8.3% | +9.1% | -0.9% |
| 30D | -13.4% | -5.7% | -7.7% | -14.3% |
| 3M | -22.2% | +9.1% | -31.3% | -21.3% |
| 6M | +15.7% | +15.2% | +0.4% | +17.9% |
| YTD | +36.7% | -6.3% | +43.0% | +40.2% |
| 1Y | +47.9% | -19.1% | +67.0% | +53.6% |
| 3Y | +159.7% | +8.2% | +151.5% | +142.0% |
| All | +159.7% | +8.2% | +151.5% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling