+1,542.6%
MPWR vs ARMK
+123.7%
+1,419.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +3.4% |
| 7D | -1.7% | -2.6% | +0.9% | -0.4% |
| 30D | -16.5% | -5.2% | -11.3% | -14.4% |
| 3M | -12.3% | -6.5% | -5.8% | -9.7% |
| 6M | -27.7% | +15.3% | -43.0% | -32.2% |
| YTD | +32.0% | +43.6% | -11.6% | +13.0% |
| 1Y | +25.1% | +42.1% | -17.0% | +7.3% |
| 3Y | +146.5% | +94.0% | +52.5% | +87.0% |
| 5Y | +126.0% | +96.3% | +29.8% | +70.7% |
| All | +1,542.6% | +123.7% | +1,419.0% | +1,149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling