+295.0%
MPWR vs AUR
-36.6%
+331.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.6% | +8.7% | -11.3% | -4.6% |
| 30D | -9.0% | -5.2% | -3.8% | -8.2% |
| 3M | -25.8% | -7.3% | -18.5% | -25.0% |
| 6M | +11.8% | +41.2% | -29.5% | +1.7% |
| YTD | +35.5% | +65.1% | -29.6% | +18.5% |
| 1Y | +45.3% | +13.4% | +31.9% | +37.2% |
| 3Y | +138.5% | +98.1% | +40.3% | +75.6% |
| 5Y | +152.8% | -36.0% | +188.8% | +93.0% |
| All | +295.0% | -36.6% | +331.6% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling