+84.9%
MPWR vs AMDL
+95.0%
-10.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -1.8% |
| 7D | -2.6% | +4.5% | -7.1% | -3.9% |
| 30D | -9.0% | -4.4% | -4.6% | -8.4% |
| 3M | -25.8% | -30.5% | +4.7% | -22.2% |
| 6M | +11.8% | +300.9% | -289.1% | -33.6% |
| YTD | +35.5% | +219.9% | -184.4% | -18.3% |
| 1Y | +45.3% | +374.7% | -329.4% | -30.2% |
| All | +84.9% | +95.0% | -10.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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