+114.8%
MPWR vs AMT
-18.8%
+133.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.8% | -10.2% |
| 7D | -5.6% | +4.4% | -10.0% | -6.2% |
| 30D | -23.2% | +17.7% | -41.0% | -25.3% |
| 3M | -15.8% | +16.7% | -32.5% | -18.0% |
| 6M | -28.5% | +11.1% | -39.7% | -30.4% |
| YTD | +25.5% | +13.9% | +11.6% | +20.9% |
| 1Y | +13.9% | +12.5% | +1.4% | +10.0% |
| 3Y | +134.6% | +13.2% | +121.4% | +106.7% |
| 5Y | +114.8% | -17.9% | +132.7% | +120.8% |
| All | +114.8% | -18.8% | +133.6% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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