+156.2%
MPWR vs AME
+77.7%
+78.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.5% |
| 7D | +16.8% | +5.9% | +10.9% | +9.6% |
| 30D | +11.9% | -1.9% | +13.8% | +15.3% |
| 3M | +2.2% | -5.4% | +7.6% | +10.3% |
| 6M | -15.5% | +4.9% | -20.4% | -18.5% |
| YTD | +54.2% | +18.5% | +35.7% | +30.7% |
| 1Y | +51.5% | +25.5% | +26.0% | +20.5% |
| 3Y | +180.2% | +63.0% | +117.2% | +56.8% |
| All | +156.2% | +77.7% | +78.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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