+349.4%
MPWR vs AUR
-57.9%
+407.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.2% |
| 7D | +16.8% | -4.5% | +21.3% | +18.3% |
| 30D | +11.9% | -16.6% | +28.5% | +16.4% |
| 3M | +2.2% | -38.5% | +40.7% | +13.3% |
| 6M | -15.5% | -49.9% | +34.4% | -2.5% |
| YTD | +54.2% | +9.6% | +44.6% | +47.3% |
| 1Y | +51.5% | +1.2% | +50.3% | +46.8% |
| 3Y | +180.2% | +128.8% | +51.4% | +103.2% |
| 5Y | +156.8% | -57.9% | +214.7% | +116.2% |
| All | +349.4% | -57.9% | +407.3% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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