+134.3%
MPWR vs APD
+13.4%
+120.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.3% | -9.5% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | -23.2% | +10.1% | -33.4% | -25.1% |
| 3M | -15.8% | +4.9% | -20.7% | -16.9% |
| 6M | -28.5% | +2.5% | -31.0% | -29.3% |
| YTD | +25.5% | +27.8% | -2.3% | +16.2% |
| 1Y | +13.9% | +32.9% | -19.0% | +3.3% |
| All | +134.3% | +13.4% | +120.9% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling