+149.0%
MPWR vs AUR
-36.2%
+185.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -15.4% | -8.9% | -6.5% | -13.9% |
| 3M | -19.4% | +4.6% | -24.0% | -20.7% |
| 6M | +12.7% | +44.9% | -32.1% | +2.0% |
| YTD | +31.3% | +64.8% | -33.5% | +14.8% |
| 1Y | +39.7% | +16.4% | +23.3% | +31.1% |
| 3Y | +142.2% | +85.1% | +57.1% | +81.0% |
| 5Y | +149.0% | -36.1% | +185.1% | +83.3% |
| All | +149.0% | -36.2% | +185.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling