+14,239.5%
MPWR vs AJG
+1,461.2%
+12,778.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | +0.2% |
| 7D | -1.3% | -7.4% | +6.1% | +2.6% |
| 30D | -12.8% | -3.0% | -9.9% | -11.9% |
| 3M | -21.3% | +12.8% | -34.2% | -28.3% |
| 6M | +13.7% | +12.8% | +0.9% | +2.1% |
| YTD | +33.3% | -4.7% | +38.0% | +30.1% |
| 1Y | +41.3% | -17.2% | +58.5% | +48.2% |
| 3Y | +145.8% | +10.2% | +135.6% | +107.1% |
| 5Y | +155.6% | +76.9% | +78.7% | +61.0% |
| 10Y | +1,679.2% | +480.5% | +1,198.7% | +482.9% |
| All | +14,239.5% | +1,461.2% | +12,778.3% | +2,686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling