+155.2%
MPWR vs AME
+82.5%
+72.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.9% |
| 7D | -2.6% | +0.6% | -3.2% | -3.3% |
| 30D | -9.0% | -6.7% | -2.3% | -1.5% |
| 3M | -25.8% | +4.1% | -29.9% | -28.8% |
| 6M | +11.8% | +1.6% | +10.2% | +10.9% |
| YTD | +35.5% | +16.1% | +19.4% | +16.3% |
| 1Y | +45.3% | +27.3% | +18.0% | +11.8% |
| 3Y | +138.5% | +50.9% | +87.6% | +46.9% |
| All | +155.2% | +82.5% | +72.7% | +19.7% |
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