+162.0%
MPWR vs APD
+12.4%
+149.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.5% |
| 30D | -2.1% | +11.0% | -13.1% | -7.2% |
| 3M | -1.6% | +1.3% | -2.9% | -2.4% |
| 6M | -14.9% | +6.4% | -21.3% | -18.2% |
| YTD | +50.5% | +28.9% | +21.6% | +29.0% |
| 1Y | +40.0% | +23.2% | +16.8% | +22.2% |
| 3Y | +175.0% | +26.3% | +148.6% | +125.7% |
| 5Y | +162.0% | +12.0% | +149.9% | +74.2% |
| All | +162.0% | +12.4% | +149.6% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling