+42.0%
MPWR vs AWK
+1.1%
+40.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.6% |
| 7D | -0.6% | +2.2% | -2.8% | +1.0% |
| 30D | -13.1% | +4.4% | -17.5% | -10.0% |
| 3M | -21.7% | +15.4% | -37.1% | -13.3% |
| 6M | +19.5% | +3.5% | +16.0% | +25.9% |
| YTD | +34.9% | +9.8% | +25.1% | +47.2% |
| 1Y | +42.0% | +3.0% | +39.0% | +48.1% |
| All | +42.0% | +1.1% | +40.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling