+146.5%
MPWR vs ARMK
+91.9%
+54.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +2.5% |
| 7D | -1.7% | -2.6% | +0.9% | +0.1% |
| 30D | -16.5% | -5.2% | -11.3% | -13.5% |
| 3M | -12.3% | -6.5% | -5.8% | -8.7% |
| 6M | -27.7% | +15.3% | -43.0% | -34.3% |
| YTD | +32.0% | +43.6% | -11.6% | +3.5% |
| 1Y | +25.1% | +42.1% | -17.0% | -1.6% |
| 3Y | +146.5% | +94.0% | +52.5% | +65.1% |
| All | +146.5% | +91.9% | +54.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling