-15.5%
MPWR vs AUR
-41.7%
+26.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.7% |
| 7D | +16.8% | -4.5% | +21.3% | +19.3% |
| 30D | +11.9% | -16.6% | +28.5% | +18.5% |
| 3M | +2.2% | -38.5% | +40.7% | +19.7% |
| 6M | -15.5% | -49.9% | +34.4% | +4.7% |
| All | -15.5% | -41.7% | +26.2% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling