+1,788.2%
MPWR vs ARMK
+131.4%
+1,656.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +16.8% | +2.7% | +14.1% | +15.7% |
| 30D | +11.9% | -1.5% | +13.3% | +13.1% |
| 3M | +2.2% | -11.6% | +13.8% | +8.0% |
| 6M | -15.5% | +6.7% | -22.2% | -17.7% |
| YTD | +54.2% | +47.4% | +6.8% | +30.7% |
| 1Y | +51.5% | +41.5% | +10.0% | +30.4% |
| 3Y | +180.2% | +95.5% | +84.7% | +112.1% |
| 5Y | +156.8% | +108.4% | +48.4% | +90.2% |
| All | +1,788.2% | +131.4% | +1,656.9% | +1,324.4% |
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