+180.2%
MPWR vs AWK
+31.5%
+148.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -3.1% |
| 7D | +16.8% | +0.1% | +16.7% | +17.0% |
| 30D | +11.9% | +14.3% | -2.4% | +21.2% |
| 3M | +2.2% | +10.3% | -8.1% | +9.1% |
| 6M | -15.5% | +18.9% | -34.4% | -5.7% |
| YTD | +54.2% | +17.7% | +36.5% | +72.5% |
| 1Y | +51.5% | +16.9% | +34.6% | +69.0% |
| 3Y | +180.2% | +32.2% | +148.0% | +211.5% |
| All | +180.2% | +31.5% | +148.7% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling