+156.8%
MPWR vs AMCR
-9.8%
+166.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -0.6% | -1.8% | +1.2% | +0.4% |
| 30D | -13.1% | -6.0% | -7.0% | -10.1% |
| 3M | -21.7% | +18.9% | -40.7% | -30.9% |
| 6M | +19.5% | +5.7% | +13.9% | +13.2% |
| YTD | +34.9% | +11.1% | +23.8% | +22.0% |
| 1Y | +42.0% | +12.7% | +29.2% | +26.3% |
| 3Y | +148.8% | +9.6% | +139.2% | +114.6% |
| 5Y | +156.8% | -10.3% | +167.1% | +170.6% |
| All | +156.8% | -9.8% | +166.6% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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