+153.2%
MPWR vs AUR
+86.2%
+67.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -1.3% | +11.1% | -12.4% | -3.9% |
| 30D | -12.8% | -6.9% | -6.0% | -11.6% |
| 3M | -21.3% | +5.5% | -26.8% | -22.8% |
| 6M | +13.7% | +41.0% | -27.3% | +2.9% |
| YTD | +33.3% | +69.3% | -36.0% | +14.8% |
| 1Y | +41.3% | +14.0% | +27.3% | +32.5% |
| All | +153.2% | +86.2% | +67.0% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling