+14,101.9%
MPWR vs AME
+2,485.8%
+11,616.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +3.1% |
| 7D | -1.7% | -5.2% | +3.4% | +3.1% |
| 30D | -16.5% | -8.0% | -8.5% | -10.2% |
| 3M | -12.3% | -8.9% | -3.4% | -4.5% |
| 6M | -27.7% | -5.0% | -22.8% | -23.4% |
| YTD | +32.0% | +11.9% | +20.1% | +23.8% |
| 1Y | +25.1% | +16.6% | +8.4% | +13.6% |
| 3Y | +146.5% | +62.5% | +84.0% | +71.7% |
| 5Y | +126.0% | +67.6% | +58.5% | +58.0% |
| 10Y | +1,582.7% | +450.4% | +1,132.3% | +398.6% |
| All | +14,101.9% | +2,485.8% | +11,616.0% | +1,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling