+149.0%
MPWR vs AJG
+75.6%
+73.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | -8.5% | +6.2% | -0.3% |
| 30D | -15.4% | -3.8% | -11.6% | -14.9% |
| 3M | -19.4% | +10.8% | -30.2% | -23.3% |
| 6M | +12.7% | +15.6% | -2.9% | +4.7% |
| YTD | +31.3% | -5.1% | +36.5% | +32.5% |
| 1Y | +39.7% | -16.0% | +55.7% | +49.3% |
| 3Y | +142.2% | +9.7% | +132.4% | +94.5% |
| 5Y | +149.0% | +77.8% | +71.2% | +19.4% |
| All | +149.0% | +75.6% | +73.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling