+13,397.9%
MPWR vs APD
+909.4%
+12,488.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.3% | -8.3% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -23.2% | +10.1% | -33.4% | -28.2% |
| 3M | -15.8% | +4.9% | -20.7% | -18.8% |
| 6M | -28.5% | +2.5% | -31.0% | -30.5% |
| YTD | +25.5% | +27.8% | -2.3% | +3.7% |
| 1Y | +13.9% | +32.9% | -19.0% | -9.9% |
| 3Y | +134.6% | +13.4% | +121.2% | +96.7% |
| 5Y | +114.8% | +12.8% | +102.0% | +80.9% |
| 10Y | +1,499.3% | +194.6% | +1,304.7% | +572.3% |
| All | +13,397.9% | +909.4% | +12,488.5% | +2,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling